One possible cause is your browser refusing to download insecure content into a secure environment. The browser silently warns about this by placing an indication in the browser window. The warning is easy to overlook.
The shield icon is located in the top right of the address bar in Chrome:
The shield icon is located to the left of the address bar in Firefox:
The notice is located at the bottom of the window in Internet Explorer:
In each case: click the icon or button and allow the content of the Dialogue to be loaded.
Note that a Dialogue itself is served by BlueConic from a secure server, so the that is not causing the warning. However your Dialogue might reference insecure content (e.g. a lightbox based on a HTTP URL).
If you notice that you need to disable the warning to be able to see your Dialogue, it is best to see if you can avoid it in the first place (e.g. base the lightbox on a HTTPS URL).