View: https://www.youtube.com/watch?v=pL2RYv3n0nU
Absorption is just capillary action, where the attraction of each water molecule to the cloth is strong than the force of gravity holding them down. Water is a highly polar particle which is strongly attracted to things, while mercury is just a single element, so it would make sense that it wouldn't have any attractive force
Part of what makes capillary action work is that the water molecules are attracted to the fibers of a towel more than they're attracted to other nearby water molecules. Mercury is the opposite - each mercury atom is strongly attracted to its neighbors and absolutely does not want to stick to a cloth fiber if it means separating from the group. That strong cohesion is also why it forms nearly spherical beads when it's resting on a surface.