Hmmm, it depends on which site seal you are viewing. Typically if it's an ssl certificate authority issued site seal, then there should be a pop up with site report details.
A possible reason for no site report pop up is that image may just be copied. If that is the case, then I would avoid such a site.
However, not all site seals have pop ups. Do you want to add a link to show us the site seal? That might give us a better idea if it's a real site seal or just a copy.