Here's a reply from squarespace support. This is not a complaint - they replied within minutes to my question and solved my problem. Besides, Squarespace is an awesome hosting platform. I'm just bemused by this. But i had to put my fingers in my ears and shut out the world for a few minutes to make sense of this. Can you?

Yes, it does make some sense. When you are using the Section Display per page feature, you can see the list of pages available to configure it on by clicking the "Edit" button next to the section you would like to configure. The pages within the section you are editing will *never* appear on the list for your to choose from. Thus, if you would like to have your "Sites and Sounds" section appear when your "Music and Ringtones" page is active, you will need to choose the option "Display only when specific pages are NOT Active":

This will allow you to check all the pages you don't want the section to appear on. Since the pages within the section you are editing never appear on the list, you will not be able to check them to tell the section not to appear on those pages. Thus, your section will be set to appear on those pages within that particular section.

Please note that changing this option means you will need to change where you place your check marks from the configuration you had before.