It's what's called a thermoformed plastic - When heated the plastic becomes flexible and you can stretch it out into shapes (like the bottles), then when it cools it locks into that shape. Heating it makes it flexible again, which actually makes it want to spring back to its original shape. They were tiny little bottles initially, before being stretched out, so it shrinks back to that form. So it's actually that it was being stretched out the whole time, and when heated it was finally able to loosen and relax back into its original shape.

So kinda, but cos it's a plastic it has some odd rules (plastics are full of lots of bonds that help it hold shapes).