Sounds like you're experiencing a "dry coil". When you open up the cap, it creates a small vacuum pulling air into the tank through the coils to create an air bubble.. when you screw the cap back down, it is doing the opposite, but since the air is at the top of the tank, it pushes juice instead into the coil.
What evan said is true.... but I would take it one step further. I would take a pin, and put a small hole into the wick. This makes it easier for the juice to get to the coil. Don't poke too big of a hole, or it would flood the coil with too much juice. I would start with the smallest pin you have (think no bigger than a straight pin) and put one hole in each side on an older coil or test coil for testing. See how well it wicks... if you need another hole, then do it until you get one that wicks fast enough.