I could be wrong, but I'm pretty sure the docs have some incorrect info at http://codex.wordpress.org/Pages under "Creating Pages."
Page Permalinks work whether or not .htaccess is writeable. If you want to change permalink formatting (from "ugly" to "pretty", for example) and .htaccess is not writeable, you'll need to update .htaccess yourself—and you only need to do it once, not for every page you add.
I'd edit the docs myself, but I'd prefer someone more knowledgeable about WP word the entry correctly.