That's only half of the truth... If a theme has a page.php template file that doesn't have the call for the commments.php template, you can click as much as you want - the Pages still won't have comments!
Katrina, check the ocadia theme's page.php template, if the Loop doesn't call for the comments template, then compare the code from the index.php and include this in page.php template:
<?php comments_template(); ?>
Edit. The Pages were introduced in WP1.5 because eralier there have been a lot of requests to be able to have an "aboutme" page or a CV page and alike. So by default the page.php templates usually do not have call for the comments template, since we don't really want people to comment on our biography, for example. However, themes that don't have page.php template will fall back to the index.php to display Pages (see Template Hierarchy in Codex). That's why in Anthurium you have comments on Pages.