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.
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.
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).