This happens if the gallery is organized inside a password-protected folder on the SmugMug site. Even if you have not set a specific password for the gallery, or if you have cleared a password you previously set for it, the gallery will inherit the password from the folder that contains it.

Aperture does not show SmugMug folders, just individual galleries, so it may not be immediately apparent in Aperture that the gallery is inside a folder. If you want to allow full access to a gallery, either go to the SmugMug site and remove the password from the folder that contains the gallery, or move the gallery to an unprotected folder or to the home page.