Smoke Unit on MTH 840

Greetings all, as it continues to rain here on the east end of Long Island. One of my MTH engines is a CNJ 0-4-0 switcher, numbered 840, part of the Rail King line. It is a robust little engine, and it came in an interesting set, interesting in that the 3 cars are all scale sized, including a work caboose with an air whislte. That said, one gremlin has appeared. The proto smoke unit puts out the type of smoke you would expect from MTH, ONLY when the engine is in nuteral, and when you tun the power off. While the engine is running the smoke output is weak to almost non-existent. Any thoughts here ?? Thanks Ken