It seems to be related to the client side graphics drivers:
from here: http://support.sas.com/techsup/technote/ts601.html
In order to use the BY statement with the GPLOT procedure, you must specify the NOCACHE option on the PROC GPLOT statement. This problem is referenced in usage note SN-001472. This problem has been corrected in Release 8.1 of SAS/GRAPH. "
I found this by going to support.sas.com and typing
in the search box.