I dug up my source files for Box Jellyfish to look over the technique. I'd say the biggest factors in the glow are:
#1. No lines for the jellyfish. The jellyfish was supposed to look translucent and ethereal. I realized fairly early that a hard outline in my sketch would work against that. When I painted the sketch, I obliterated most of the underlying line work for the jellyfish. Looking at my source files, I can see there's only a bit of the jellyfish still present in the lines (it was probably too much hassle to clean up these bits). What line work is left is set to 'overlay' so it picks up much of the underlying tone in the painting. In the picture below you can see what I mean.
#2. I painted the jellyfish on its own layer. Here it's presented against a black backdrop.
I figured since the creature was mostly translucent, the light would pipe through the body structure (like fiber optics), emphasizing edges and any area that was more solid. I tried to approach the work thoughtfully, looking over underwater photography of jellyfishes and how camera lights render them with a spooky glow. It's sort of like an X-ray photo, but emphasizing the outer edges over the vacuous innards.
#3. I placed a blurry blue color dodge layer over the jellyfish, to give it a softer look and a diffuse glow. There's also another lighting layer used to place a soft glow on the areas of the background affected by the jellyfish's outstretched tentacles.
Aside from that, the reason the jellyfish glows is color choice and contrast. The picture is dark, the jellyfish is bright and blurry.
Hope that answers your question.
For more clues on how the picture was made, see the work-in-progress image I've provided.
Also see this study I did, using a long exposure photo of a nightlight in my bedroom.