Continuity mistake: When they finally get through the gate by blowing the rear hatch (which serves as the exit ramp when open), they arrive on the other end with the ramp closed.
Continuity mistake: Right at the beginning, the crew of the jumper only dials five symbols into the DHD before hitting the engage button.
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).