We have the same problem with the Web Client. The first time we open a drawing the Design Review ribbon will show, but then when you open another drawing the ribbon won't show then. I've just trained people to right click on the drawing when it comes up use the pop-up menu then to count on the ribbon. Now if we close out of the web client and open it again the Design Review ribbon will show again, but only for the first drawing again.
Now I have tried using Mozilla Firefox (instead of Internet Explorer to open the thin client) when you open a drawing it will always open the full Design Review program all the time, which would have been fine, but I didnt persue it anymore due to other problems I was having when using Firefox to open the thin client. Which tells me they didn't write the web client to work with Firefox, or I have some settings that are not set correctly.
Now currently we are only using Internet Explorer 7, I don't know if upgrading to Internet Explorer 8 would help or not.