Privacy-preserving semantic understanding of human activities is important for indoor sensing, yet existing Wi-Fi CSI-based systems mainly focus on pose estimation or predefined action classification rather than fine-grained language generation. Mapping CSI to natural-language descriptions remains challenging because of the semantic gap between wireless signals and language and direction-sensitive ambiguities such as left/right limb confusion. We propose WiFi2Cap, a three-stage framework for generating action captions directly from Wi-Fi CSI. A vision-language teacher learns transferable supervision from synchronized video-text pairs, and a CSI student is aligned to the teacher's visual space and text embeddings. To improve direction-sensitive captioning, we introduce a Mirror-Consistency Loss that reduces mirrored-action and left-right ambiguities during cross-modal alignment. A prefix-tuned language model then generates action descriptions from CSI embeddings. We also introduce the WiFi2Cap Dataset, a synchronized CSI-RGB-sentence benchmark for semantic captioning from Wi-Fi signals. Experimental results show that WiFi2Cap consistently outperforms baseline methods on BLEU-4, METEOR, ROUGE-L, CIDEr, and SPICE, demonstrating effective privacy-friendly semantic sensing.