Why is it difficult to perform acetic acid and aldehyde analysis by GC Headspace?

Greetings, 

What matrix is your headspace sample?  If you are working in a polar solvent, your polar analytes will be more likely to stay in solution than to escape into the air phase of the vial.  When you make a liquid injection, the injection is drawn from the liquid phase, not the air above it.  Successful headspace analysis needs a favorable partition coefficient.  

How much sample are you putting into your headspace vial?  We need ample space above the sample for the evaporation to take place.  

What is the boiling point difference between your solvent and your analytes?  As headspace contains a sum of all compounds that evaporate under the same conditions, if there isn't enough difference in bp, the headspace could be saturated with solvent vapor, which will affect your sampling.  

Could any of these issues be contributing to the differences you are seeing between results?  

As  "alfausett" said, in case of headspace much depends upon sample matrix along with other factors. Honestly i am bit surprised that you are fine when injecting as liquid. In case of the liquid majority have issue with acetic acid peak shapes at some concentration levels.