It could be PG causing it... or the nicotine... or any ingredient in the ejuice. The only way to know for sure is, vape some pure 100% VG, without any flavoring or nicotine... see if it burns. If not, add some nicotine, see if it burns.. If it does, then try less nicotine. If it doesn't, then try a DIY ejuice with just one flavor. If you find that it doesn't burn, then try another single-flavor.
It's sort of like eliminating foods to ascertain what you're allergic to. Or, to look at it another way... if you're coding something, and hit a problem... if you change more than one thing at a time, you won't know which was actually the problem. You have to change only one thing at a time, until you find whatever the problem is.
And yes, as a means of quitting smoking, it's entirely worth it.
Andria