Nothing to do with the pretzel itself, but the salt on it.
The air is full of tiny particles of water just floating around, and soft pretzels have a ton of water in them. Water is very “sticky” – it easily makes bonds with many types of substances. Substances which very readily make new bonds with the water around them are known as *hygroscopic* (yes, hy**g**ro not hy**d**ro).
Salt is highly hygroscopic, so it basically sucks water out of the air and out of the pretzel and leaves it in droplet form on your pretzel – hence the “sweat.”
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