I was given this lantern years ago and just found it while digging through some boxes. It was made in 1992 and the build quality is lack luster. It appears to have little use but the generator is warped and it feels very lightly constructed compared to all my other lamps (like the the difference between an 1980's Chevy half ton and a modern honda civic). Ran it for a couple hours and it needs to be pumped every 20 minutes but I can't find any leaks in the font or valves.
If the filler cap has a washer/gasket it may need to be replaced, or you could try another filler cap which you know is sound first.
Filler cap. That's my bet, too. Be careful with these cause I think they have a Schrader valve instead of the normal set up and they tend to leak under pressure even when turned off.
Sprayed some soapy water around the usual areas and didn't find anything, I will probably put it on the shelf for display as it's not my cup of tea anyway.