You are assigning the same ID to multiple elements, that is against (X)HTML specs, and doesn't allow you to refer uniquely to an element later (having multiple of them with the same ID).
Parametrize your ID with something like this:
<s:iterator status="stat" value="primeDisplayLocationBeans">
<tr>
<td class="last center">
<sj:a openDialog="myremotedialog_%{#stat.index}"
href="opendemographicdetails?locationId=%{id}">Demographic</sj:a>
<sj:dialog id="myremotedialog_%{#stat.index}"
autoOpen="false" title="Demographic Details" width="800"/>
</td>
</tr>
</s:iterator>