Yeah, I don't know where the jelly comes from. I suppose it's a coating made by the snail that covers the sponge, but I've never really known. You can find some specimens of Euchelus atratus that have only the sponge coating, and some that have the sponge and the jelly, all under the same rock. If you find one that looks like the ones in the link I posted, they are probably dead and inhabited by a hermit crab. The black example farther down the page is more typical than most of the shells in that top link.
Cheers,
Don