I’m experiencing this issue too as soon as I activate Pull Request Decoration.
Without it works pretty fine but it would be nice to have the sonar issues right in the Merge Request.
This happens on our side on the latest version of SonarQube (Developer Edition) and Gitlab EE (Starter Edition), both self hosted.
Edit:
After some time I now got an exception. The search led me to this: Problem with Pull Request Decoration and the mentioned solution now fixed this issue for me.