I have not had any trouble with mine drying out but I did notice in Walmart this week that 2 pens in a package were almost $8.00! Perhaps your pens had been on the shelf too long? I have even left the cap on my blue one off over an hour and thought it would be garbage but I just circled it on paper for a few seconds and it is fine.
p.s. I don't use them on my quilts for marking quilting designs but I love them for small sewing projects.