Well, it turns out the calendar WAS generating ok for all pages, sort of. I was expecting it to keep track of ALL entries, but instead it was smart enough to keep track of the calendar for the particular category selected, which is why it didn't look right. Also, since I was checking this right after midnight and a new month had started, there weren't a whole lot of entries to put on the calendar at that time, so all is well there.
And it looks like the calendar can't link to a whole day's worth of blog entries as I'm archiving individual entries instead of a day's worth at a time. So, it's doing exactly what it was designed to do, and I think trying to do it differently at this point would be way more trouble than it's worth. Maybe MovableType 3.0 might do things a bit differently, will have to wait and see.