I noticed you mention that they visibly expand when heated. The coefficient of expansion of water from refrigerator temperature to boiling temperature is small enough that one would only expect a roughly 1% increase in radius; it's more likely that the expansion you observe is due to gasification of moisture in the food, which fills the porous structure and causes it to bloat like an inflated sponge. This bloating is due to the presence of pressurized steam-pockets within the porous dessert; since there will be a slight pressure differential between the outside and the inside of the dessert, fluids (liquid or gas water) will attempt exude out of the spongy material. In some sense, this process is similar to a wet sponge being squeezed from the inside out.
I suspect that this, in addition to what John Rennie wrote, are the two primary contributing factors in this syrup-loss phenomenon.
As for the softening upon heating, it should be pointed out that concentrated sugar solutions change their viscosity immensely as a function of temperature. When you cool them down back to refrigerator temperature overnight, do they harden again? If so, then this is the likely culprit behind the softening effect.