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Continuity mistake: Right at the end, after the entity has gone through the gate, we get an overhead shot of McKay lying on the ground in front of the gate. His legs are stretched out straight. In the next shot, one of his legs is bent. He's unconscious, so he shouldn't have moved.
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).