Revealing mistake: When they are escaping in the beginning of the episode, watch Rodney dial. As he finishes, one of the DHD address panels pops out and falls off.
Audio problem: McKay is talking to Sheppard about the differences between himself and Rod, and at one point says that maybe Rod screwed up and was chosen for "a one-way ticket to another universe", yet his lips form the word 'galaxy'.
Revealing mistake: One of the dots used to "steady" the CG within a shot remains in the shot for a protracted period of time. Its a blue dot towards the bottom right of the screen. (00:17:55)
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: When the Atlantis team finds out that the experiment has caused problems in another universe, McKay's sister says to Rodney, something like,"You said that the chances of connecting to another universe that was inhabited were astronomically small." It was in fact Carter that said that.
Character mistake: General Landry says that the Asurans would need to rewrite McKay's macro to gate to any planet in the Milky Way. In fact they wouldn't have to bother with the macro, because they could simply gate directly to the Milky Way from a ZPM-powered Atlantis.
Character mistake: It is mentioned the previous solar flare was 15000 years ago, and Shepard says that the ancients were in the middle of a war with the wraiths, but as stated in previous episodes the war lasted 200 years and ended 10000 years ago. (00:31:30 - 00:38:10)
Continuity mistake: Lt. Colonel John Sheppard is packing his belongings up and his skateboard is against the wall at first, then it is on top of boxes.
Character mistake: In the first few moments of the episode, as the survey team walks through the halls, the German member of the team is wearing his flag patch upside-down.
Continuity mistake: During the episode Ronon has flashbacks and keeps referring to "the gate" when trying to make his wife leave. It was only after Ronon met the team from Atlantis he begun using the term Stargate as most (if not all) prople in Pegasus refer to the Stargate as the ring of the ancestors.
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).