This really shouldn't surprise you. All versions of the Mobi reader except the Gen3 display page numbers.
The problem is, they are useless for finding your place in a book. Try this little experiment:
1. Go to the start of the book.
2. Page forward a page at a time until you get to a recognisable page in the book (eg the start of a chapter). Make a note of the displayed page number.
3. Go back to the start of the book, do a "Goto Page" and enter the page number you noted.
Are you at the same place in the book that you were before? I think you'll find that you aren't! Jumping to a page number in a Mobi book takes you to a wildly different location from paging through it a page at a time, and therefore cannot be used to note pages that you'd like to return to. This inaccuracy of page numbers makes that effectively useless (IMHO) and I entirely understand why Bookeen made the decision not to display them.