Why are the cinnamon sugar bagels I buy becoming so wet?
Sugar is hydrophilic (literally, 'water loving').

This is useful in some baked goods -- sugar will help to keep them moist, but in this case, it sounds like you're in a high-humidity area where it's pulling too much water out of the air.

My only suggestion would be to squeeze as much air out of the bags before sealing them, to avoid trapping moisture in there with them.