It's well known that everything about an espresso is fast. It extracts quicker than any other method, and extracts as a wonderful mixture of bubbles and liquid. It begins to separate even as it the extraction continues, and it's so delicate that even transferring it from one cup to another diminishes its body severely.
The same is true of even perfectly textured milk. Give it a few minutes and the foam (microfoam though it is) will rise to the top and stiffen. Of course, swirling and tapping actually works (at least to some extent) for foamed milk, hence Chris' 'controversial' mantra, "milk can wait for espresso; espresso cannot wait for milk" (
I've been schooled before 
).
Of course, having a machine that can steam 3-5 oz of milk in ~20 s and brew a shot at the same time allows you to avoid that dilemma altogether, and Endo is blessed to have such a machine. In general pouring a cappuccino extends the life of the crema atop the foam by somewhat more than it would be as a straight shot, but... a cappuccino is still a time-sensitive drink if you want to experience it at its finest (On the other hand, some may prefer to let the milk sit for a few seconds before pouring a milk drink, particularly a cappuccino).
Which isn't to say that Endo doesn't have a real problem that ought to be solved, however. Endo, as I mentioned before, I suspect your milk steaming is good enough--at least not the cause of the problem you're dealing with, IMO. I'm pulling shots of Mike Phillip's USBC blend, Bolivia Anjilanaka, this week (really, really nice cup, straight and in a short cappuccino), and it started acting up as you've photographed above on Wednesday (when steaming during the shot and finishing a few seconds after it ends). I tried a few of the suggestions on here (including Chris' to steam first and swirl aggressively, cleaning all my equipment thoroughly, steaming cooler than usual AND hotter than usual, and letting the milk sit for 5 minutes and checking for macro bubbles). None of those helped; the thing that did it for me was swirling and tapping the shot right after pulling it to settle the crema well. Of course, Bronwen (mentioned in the first reply, IIRC) would pour a little dollop of milk in before doing this, but I didn't find that necessary. You might try it without the dollop. Or maybe your problem only
seems similar to what's happening on my setup, and it will be something entirely different. Stand back, everyone!
Endo has to try SCIENCE!...and remember, you can always just drink faster as Dave has reminded.