When you are in a blog and click the Categories | All link, a set of posts for a range of dates is displayed, by default from the most recent to 10 days ago (settable in blog properties). When you click the Archive | month/year link for the blog, you get all of the posts for that month on one page. This is somewhat confusing, since "All" implies you will get all posts for all categories. There is nothing on the page to indicate that what you are actually seeing is only the last N days' posts, and there is no "Next page" link to let you see earlier posts.

The requested feature is a paging facility that would display the first N posts, then provide the common [Next page | Previous page | 1 2 3 4 5...10] style of paging control, which would not only indicate that there are more posts but would let the user see them, page by page.