The Bottomless Coin Sack intentionally fails economicsShortly after obtaining it, the owner realizes how utterly worthless it is due to basic economics.
Captain Syrup may have been the good guy, but became Drunk with PowerWario was confident of his stranglehold over the state of Kitchen Island and Sarasaland, unfortunately he heard about Tatanga failing him so he went to the Mushroom Kingdom to deal with Mario himself, stealing his castle in the process, whilst in wait he had the Princess Toadstool statue shipped to his hideout on Kitchen Island. Syrup may have been the Princess of the Island, who unfortunately fell in power due to Wario's influence and decided to take things into her own hands, by becoming a Pirate, she finds the Genie's bottle inside Wario's castle....and becomes Drunk with Power, setting up the plot for Wario Land. By the time Wario Land 2 came about, he became less of a villain and more of an Anti-Hero, assuming the Lamp was his in the first place, Syrup might have been stealing the castle that he rightfully gained from the wish, by that time, Syrup ditched the princess life and became a Pirate full time.
Captain Syrup is Pauline.origingally she had a spat with Wario and that's why she wants revenge on him.
The entirety of Wario Land II is a "Groundhog Day" Loop.The reason why the game doesn't really "end" after beating it and why it has multiple branching paths is because Wario is stuck in a "Groundhog Day" Loop. This is hinted at in the ending of the "Uncanny Mansion" story, where the adventure up to this point seems like it's pulling an All Just a Dream, but we see the Brown Sugar Pirates arriving at Wario's castle, much like in the opening. How the loop is caused is still a bit cloudy, but considering collecting the treasures and map pieces reveals an Eldritch Location where Captain Syrup's treasure is kept, one could argue that Syrup somehow caused this. Maybe Syrup found the Eldritch Location by accident and thought it might have been the perfect place to hide her stash, not knowing what kind of effect it would've had on the fabric of space-time. So, only by removing the treasure from that location could the "Groundhog Day" Loop be broken and would Wario no longer be pestered by the Brown Sugar Pirates, hence why they don't appear in the following games (until Wario Land: Shake It!, that is).
Wario's cap is the source of his invulnerability.Think about it. When Wario was defeated at the end of Super Mario Land 2: 6 Golden Coins, he had given up his hat in favor of Mario's powerups, probably with the intent to mock him, but this backfired greatly. Wario Land 1 was for a long while the only game in which he could run out of lives and face a Game Over. Wario loses/discards his cap in the file select screen, then picks up the Explorer Hat as a poor replacement. He later recovers his hat and uses it to its full effect through the rest of the series. The game over from Wario Land 3 could be explained as having been trapped by Rudy in the magic box; note that Wario is sleeping in that scene. And in Wario Land 4 he doesn't really die; he is warped back to the entrance of the level. He dons Silver Zephyr's disguise in Master Of Disguise, which gives him powers, again, at the cost of his invincibility by not wearing his cap. As a side note, Mario takes doubled damage wherever he isn't wearing his cap.