A few lenses out there just aren't compatible with Live View. Some can have their firmware updated by the manufacturer to work, so you might try contacting Sigma to find out about the lens's compatibility.
For reference, my Sigma 17-50 OS focusses happily in Live View on my D7000, but my Sigma 10-20 never gets remotely close. All my other lenses are Nikkors, and they're all fine.