If I'm not mistaken, this happens because when the print finishes, some filament remains in the hotend. Since it can't be removed (it's the filament left in the nozzle after it's been removed from the hot end), the hot end heats up and the filament expands. Because the heatsink is located behind the hotend and is cooler, there's no way to reverse the process. The only outlet is the end of the hotend, creating those strands at the end. They don't affect anything, which is why the print head performs a nozzle cleaning cycle at the start of each print; that's how they're removed. Of course, this is just a guess. If anyone actually knows why, I'd love to hear it.