Playing Little Miss Logic here...
I may be wrong but I think you're seeing residue from the water vapor (the vapor condenses, then evaporates leaving the film). I just checked my juices and they are all water-soluble. Logically, since our bodies absorb water-solubles, we should be absorbing whatever is not exhaled in our vapor. Are you vaping dark or really sweet juice? They would leave a more visible residue.
That's my take on it.