Hi Steve, I have the same problem, I did exactly as you explained, in Post Types in addition to “posts” I selected “pages” too and then click “Save taxonomy” on the right.
After I clicked “Save taxonomy” the menu return to “General”, then if I click again Post Types to see if “pages” is now checked, well is NOT. Like the “Save taxonomy” button does not work for my site.
Any suggestions? The problem is I can not see (and not add/cancell) all the tags for all my pages. Thanks in advance if you can help.