With the Kylin M Pro, if the wick is too high it will get pushed down by the chimney when you put it on, which causes the wick to get pushed down, causing spaces between the wick and the coil. If there is any coil area that is not touching the wick, it will super-heat when fired, causing the wick to get burnt. Worst case scenario (believe me, I have been here) is that you will get flames from the wick burning. NOT very nice. I use Temp Control with the M Pro, and it will quickly burn.
I cut the wick back at an angle that almost starts at the coil. I cut out any excess wick that could touch the chimney. In the early days with it I spent an entire afternoon getting frustrated.
Here is the post I made with some pictures -
Kylin M Pro
Good luck.