Hi Kenn,
There are two common reasons. Firstly, the mode lock (where you put the key in) has a faulty reg position and needs replacing. Secondly, the machine has been programmed to only allow the manager to operate it in MGR mode. If you have been using it in REG mode before, then it won't be the programming. Either way, it is fine to use it in MGR mode as it is just a second REG mode with more security available. I wouldn't worry about it unless you want to replace the mode lock.
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If anyone is looking for a Sharp XE-A303 manual, one of the users has it here:
http://the-checkout-tech.com/manuals/cashregisters/Sharp13.php
Registerman, October 2013