Diffusion bonding or Metallurgical bonding. Other adhesive, chemical and physical bonding mechanisms -oxide films, Van der Waals forces etc. This provides a more chemically and physically active surface needed for good bonding. The surface area is increased which will increase the coating bond strength. The rough surface profile will promote mechanical keying.
Thermal interaction is obviously very limited.
Increase in thermal and kinetic energy increases chances of metallurgical bonding. Also molybdenum oxide volatilizes and does not get in the way of metallurgical bonding. The increased thermal action increases degree of diffusion bonding. Higher preheat temperatures for the substrate increase diffusion bonding activities but will also increase oxidation of the substrate which could defeat the objective of higher bond strengths. High kinetic energy spraying using HEP and HVOF produce high bond strengths due to the energy liberated from high velocity impacts.