If the client browser does not have an active Site Review session then it will be blocked if someone attempts to perform a direct lookup on a URL. This is part of the protection against automated lookups.
A work-around would be to perform the lookup like a ProxySG would do:
https://sitereview.bluecoat.com/sitereview.jsp?url=nameofsite.com
That lookup URL will go through the process of creating the Site Review session AND performing the lookup