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'.
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.
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).