Frst, think of when you blow soap bubbles... when you touch them they pop. But if your finger is covered with soap they do not pop. The riser tube isn't coated in slim yet so the bubbles pop leaving some residue on the tube, as the slim coat works its way up the tube it will eventually reach the top and you'll start collecting skimmate.
Second, if the water is flowing too fast through the skimmer it will carry out the air bubbles into the tank. To slow the water flow you have to increase the air flow just alittle at a time until mostly no air bubbles enter the tank. You may have to wait until it is broken in to get it set it up just right.
Nobody wants a broken fishtank, capish?