Something else that might be happening is that you may have approved comments within WordPress for that post or page. If so, WordPress will continue to keep that post open. If you’d like to removed comments from that page entirely, you’ll need to unapprove all comments for that page within WordPress.
You can see whether or not this Page has approved comments from the Pages > All Pages tab shown here: https://dl.dropbox.com/u/31679327/Screenshots/2hu.png
Click the comment bubble and it’ll take you to a list of all the comments on that specific page where you can unapproved them in bulk.