Not being a chemist, I do not wish to discount the "moisture is the culprit" opinions put forth above by Hank and John. They are far more experienced, knowledgeable, and no doubt skilled than I. That being said I have CA finished a number of pens in damp and cool conditions, with no adverse affects. Today is a case in point. It has been raining steadily here in Chattanooga for about 7 hours, the temp is 54 degrees and the relative humidity is 87%. I just completed a Perfect Fit Turned with stabilized Box Elder Burl, and finished with EZ Bond CA. I do not use accelerator, and once the CA has cured, I wet MM through 12000. My shop is not environmentally controlled.
For the OP.. how old is your CA, and how much do you have on hand for ready use? I store mine in the fridge, and have less than an ounce of medium and thin at my lathe for use when finishing. Two other possible causes are a damp blank and/or the ends of the blank not sealed with thin CA prior to turning.
John