Plasma is electrically charged, so it interacts with magnetic lines.
The sun has magnetic field lines just as the earth does. It also rotates. But- since it's not solid, it doesn't have to rotate all at the same speed. The plasma in fast-rotating regions drags the field lines further than the plasma in slow rotating areas, creating weird loops, breaks and reconnections in the field lines. I'm almost certain that what we're seeing in this lovely bit of photography is a cloud of plasma travelling across, or trapped by one of those rogue field lines which has been pushed upwards from the surface by differential rotation.