This can happen because custard is a "non-Newtonian" fluid. In short it means that the more surface pressure you put on it, the more resistant it gets. Yes, that's a very simplified explanation and technically it doesn't completely or correctly explain the properties of a non-Newtonian fluid, but for us non-scientists out there it's about as close as we'll get to understanding it in a sense.
To distract you from my lack of scientific knowledge, you can also check out this cool video of corn starch on a speaker. Yeayness for weird shit!
