The only explanation would be that the surfaces were wet or oily or dusty when it was applied. That Silicone II is very sticky, in fact some people don't like using it because it's so sticky it can be hard to work with. I'd try it again but make sure it's clean and dry before applying. Use towels, hair dryer and maybe some rubbing alcohol to dry and clean away moisture, dust, oils.
Caulk can sometimes be a big headache in showers when water gets behind it.
The hard part you'll find now is removing all the caulk that you applied already. But it's important to try and do that too.