To check whether the problem of a particular string being a member of CFG G is decidable or not, why can't we use a PDA?
Consider a pushdown automaton which has an $\epsilon$-transition which adds $A$ to the stack, and another $\epsilon$-transition that removes $A$ from the stack. Clearly, this PDA has accepting computations of unbounded length. There is no a priori bound on the shortest computation needed to accept a string of a certain length (though perhaps you can come up with such a bound if you're smart enough!). 

Why is this a problem? Consider a deterministic Turing machine which runs all possible computations of the PDA, accepting if it finds an accepting computation, and rejecting otherwise. If there is no computable upper bound on the length of a computation, then the Turing machine will have to try infinitely many computations in the rejecting case, and so won't halt on rejecting inputs.

The same problem occurs with context-free grammars having unit productions (consider for example a grammar with the productions $A\to B$ and $B\to A$). After removing unit productions and $\epsilon$-productions, the problem goes away, and you can use dynamic programming to decide the language of the context-free grammar. This is (essentially) the CYK algorithm.