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.
Revealing mistake: One of the dots used to "steady" the CG within a shot remains in the shot for a protracted period of time. Its a blue dot towards the bottom right of the screen. (00:17:55)
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).