Cut a narrow slit in a thin sheet of opaque material. Immerse the sheet in a liquid, such as water. After removing the sheet from the liquid, you will see a liquid film in the slit. The question is: why does water make a liquid film and not stay where it was originally?
Molecules of water (H2O) are polar, they are small electric dipoles. In the interior of a volume of some liquid water (pure), the molecules can arrange themselves to minimize the electric fields. At a surface or edge of the volume the fields would have to be un-accommodated or interacting with the material with the slit. Sounds like one pole or the other is attracted to the material and the slit is sufficiently narrow that molecules can form bridges across.
Solutes dissolved in the water could change what you observe.