Da Vinci Jr Filament Not Rolled Right?

@chorobe - never happened to me with stock rolled spool. Happened couple of times with used spools before I started to use small bulldog clips to keep filament end in place when stored unused in filament box.

Actually I made little hack device to prevent situations like that.
(I've build filastruder to recycle random everyday household plastics and some of my early spools where I haven't mastered proper cooling had tendency to stick and behave like a nut in your case)
I use spool holder attached to the side of 2020 aluminium extrusion (orange and white Jr plastics are gone as you can tell) and underneath the spool I have attached microswitch (aka endstop) which is then connected to the relay to cut out power on Jr if that happens.

Also I'd suggest not to leave printer unattended while printing (like leaving the house). Don't forget that it goes up to the temperatures around 200c. It's like leaving soldering iron plugged in. You wouldn't do that.
Ok I do leave studio while it's printing but I have security measures in place like my spool endstop, camera to observe situation and couple temperature sensors in various places.
All that is hooked up to raspberry pi zero which is going of battery in case if I lose power.
Yeah, you can say I'm paranoid but better safe than sorry.