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Mercury is attracted only weakly to glass, so it doesn’t really adhere to the walls of its channel. However, like all liquids, mercury has a viscosity, a syrupiness, and this viscosity slows its motion through any pipe. The narrower the pipe, the harder one has to push on a liquid to keep it flowing through that pipe. In fact, flow through a pipe typically scales as the 4th power of that pipe’s radius, which is why even modest narrowing of arteries can dramatically impair blood flow in people. The capillaries used in fever thermometers are so narrow that mercury has tremendous trouble flowing through them. It takes big forces to push the mercury quickly through such a capillary.
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