The same thing happens with new Kayfun RBA's. It's dry metal with threads that haven't been polished by repeated assembly and disassembly. As was said, a couple of wide rubber bands works, one on either side of the threads. Pliers will just scratch the metal. I used a couple of wraps of duct tape on mine and the cap came off easily. It's more about lack of grip on a polished surface. Put enough torque on it and it will come apart. Just don't use anything that can scratch.
Once you get it apart the first time, work the threads back and forth repeatedly to clean up burrs and wear off the sharp tips of the threads. Put some PG or VG on the threads to lubricate them and then work them back and forth again. My Kayfun has locked once after months of use after I washed the threads during a re-wick. Duct tape broke the threads apart and I lubed them again. Clean, dry threads aren't your friend!