Continuity mistake: After returning from the Daedalus, McKay talks to Nola about how he had been a god to them the past years. In the shots filmed from his front, the standard radio headset is visible in his ear. In the shots from behind, it is gone.
Continuity mistake: In several scenes (mostly on the planet) we see characters reacting to tactical information from the oracle as if it's displayed in real time. However, the units in the display are moving far more quickly than they could in real-time.
Chosen answer: Because the ZPM allowing them to dial Atlantis was being used at the Antarctic defense outpost. They couldn't risk making Earth vulnerable to attack from Anubis by depleting it with repeated dialing to the Pegasus galaxy. Once they knew Atlantis was in serious danger, they had no choice.
Grumpy Scot
ZPM from Antarctic was depleted in first dial, dial in Siege was done via ZPM from Egypt (SG-1: Moebius Part-1/2).