I've gotten a bit further with this. It seems like registration of rewrite rules from the taxonomy are somewhat flakey. If you touch the permalink structure after installing P2, mentions will vanish.
On trick seems to be simply deleting and reinstalling the theme, which must force a registration of the taxonomy. Alternatively, this seems to work, but YMMV:
Open the theme editor and bring up mentions.php
Make a change to the file (add something to one of the comments)
Update the file
Go to Settings -> Permalinks.
Don't change anything, just click on Save Changes to force a rebuild.
This last part comes from the codex on register_taxonomy: http://codex.wordpress.org/Function_Reference/register_taxonomy#Arguments
Look at the note under the rewrite arg.