In my experience the hole that the thermistor goes into isn’t in the path of the filament. So probably what’s happening is either the nozzle or the tube that screws into the other side of the heater block is loose, allowing melted plastic to escape through a place other than the tip of the nozzle.

After you’ve cleaned it out, what I like to do before running filament through again is to turn the hot end on, let it come up to temp, then tighten the nozzle a bit more. The joint expands when heated so even if you’ve got it right at room temp it can still need tightening at the working temperature.