What type of food do you feed? oily foods like frozen blood worms and Daphnia can create a film on top of the water. holding your siphon near the water line next time you do a water change should clear the problem up.
Oxygen enters the water by being absorbed from the surface. If there is an oily film coating the top, it might block this absorption and THAT would hurt your fish.
Just a question, have you tried increasing your surface disruption? An air stone, or adjusting the output of your filter (aiming it more up at the surface of the water) will help to keep the surface disrupted. This will help with the O2 exchange and does break up the surface build up a little.