Alas, I am only handy with the old version, not the new.
There's a setting somewhere where you can tell it what to call uncategorised posts, instead of "uncategorised"
here is another page http://www.sackthemanager.co.uk/test-2/
which, (as all new created pages are) has "more articles" on the side, as though it is in a category of some sort.
if you need more info or want to peek at the admin section let me know.
As for your problem. Sense, it makes none. You shouldn't be able to assign a page a category unless you're using a custom page template or have fiddled with the inner workings of wordpress. But then you know this.
Obviously you're using a custom style for the site, have you checked that the about page is using the same template as the other two?
I use a couple of custom templates on one of my sites and it only takes a bit of if else and the