Suspensions of solvent-less, polymer-grafted nanoparticles have previously been reported to exhibit enhanced elasticity, glassy dynamics, and jamming as temperature is increased. This so-called thermal jamming behavior is not predicted by current models for soft glassy materials and is opposite to what is normally observed for polymer melts. Here we report results from a detailed study of structural, dynamic, and rheological transitions in solvent-less silica poly(ethylene glycol) methyl ether (SiO2-PEGME) hybrid particles aimed at understanding the molecular origins of the phenomenon. We find that interdigitated PEGME corona chains enforce coupling between SiO2 cores analogous to cross-links in associating polymer networks leading to elastic behavior at low strains and small deformation rates. Pullout and slippage of interdigitated corona chains is thought to produce yielding of the materials in nonlinear shear flow and stretched exponential relaxation following small amplitude step shear. We show with the help of small-angle X-ray scattering, density functional theoretical calculations, and a constitutive model previously reported for deformation and flow of physically associating polymer networks, that thermal jamming of solvent-less polymer-grafted nanoparticles originates from enhanced cross-linking of the cores produced by increased stretching and interpenetration of particle-tethered polymer molecules to satisfy the space-filling constraint on tethered polymer chains.