Because Spamhaus rejects requests for some public dns resolvers.
You can:
1.- Disable the spamhaus dnsbl (not recommended)
2.- Change the dns resolver used by your server to one not blocked by Spamhaus like 76.76.2.0 and 76.76.10.0 (Control D Free DNS)
3.- Use your own DNS recursive resolver like bind9, PowerDNS, unbound, etc.
4.- Create a free Spamhaus data query account and you could use your current dns resolvers.