Sickbeard runs on port 8081 which is not open by default if the firewall is on.
Either add a new rule or mention it in the readme.
That's the case for all packages released by SynoCommunity. There's currently no support for firewall rules.
Moreover, one can customize SickBeard's port number.
Take a look at "Install Package Related Ports Information into DSM" in 3rd party apps developer guide.
If your package service uses specific ports for communication (e.g. Surveillance Station use ports 19997/udp for source port and 19998/udp for destination port), you should prepare a service configure file for this package to describe which ports are used. After that, once the user creates firewall rules or port forward rules from build-in application, your package service record will also be listed for selection.