Preheat the oven to 325°F. Place one rack in the center and another on the bottom of the oven.
Prepare the crust.
In a bowl, mix graham cracker crumbs, sugar, cinnamon, and melted butter until evenly combined.
Press the crust into the bottom and halfway up the sides of a 9-inch springform pan.
Bake the crust for 8 minutes, then remove and allow it to cool slightly.
Make the cinnamon swirl.
In a small bowl, mix brown sugar, cinnamon, and cocoa powder.
Prepare the streusel topping.
In another bowl, mix flour, brown sugar, cinnamon, and melted butter until crumbly.
Make the cheesecake filling.
In a large bowl, beat cream cheese and sugar until smooth and creamy.
Add sour cream, flour, salt, and vanilla extract. Mix until combined.
Add eggs one at a time, mixing gently after each addition until incorporated.
Assemble the cheesecake.
Pour half of the filling over the crust. Sprinkle the cinnamon swirl mixture evenly on top.
Add the remaining filling and gently spread into an even layer.
Use a skewer or knife to lightly swirl the filling without touching the crust.
Sprinkle the streusel topping evenly over the cheesecake.
Place a pan with 2 cups boiling water on the bottom rack of the oven.
Place the Coffee Cake Cheesecake on the center rack and bake for 70 minutes.
Remove the water pan and continue baking for another 20–30 minutes.
The center should jiggle slightly while the edges remain set.
Turn off the oven and leave the cheesecake inside with the door slightly open for 2 hours.
Cool to room temperature, then refrigerate for at least 4 hours.
Prepare the icing.
Whisk powdered sugar with milk until smooth and drizzle over the chilled cheesecake before serving.