Personally I haven't had any film residue problems w/ GDLI... maybe try varying the amount you're using? I don't use very much at all, maybe a dime-sized dolop. I also like adding an oil over it, like argan or olive.
I have read others have this problem and they mention massaging it in more.
However I must say that the ingredients of it changed recently, and it's really nothing like the first formulation. I was also ecstatic to find it knowing all the rave reviews but I really find it doesn't do very much to my hair. Maybe cuts down frizz a little but I don't find it particularly moisturizing. It may be the citric acid which is way up on the list now. I think in large quantities it's supposed to be drying. That's probably why I like using oil over it.
Try it in different quantities and different ways of applying (raking, scrunching, raking then scrunching, applying to damp hair, soaking wet hair or somewhere in between, etc.) before you give up on it completely. But it may not be the thing for you. Hope this helped.