Try running the cursor over different parts of the sap point. Siege engines in general have a small hotspot, and I sometimes get an X, only to move the cursor a little and get the sap icon.

The only other thing I can think of is that you are using depleted units, and their might be a minimum man number for sapping.

Sorry if these end up not being helpful, but I've never heard of anyone having the problem, so its kind of a crap shoot.