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.
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.
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).