You have to be aware that the "Customize" menu changes depending on where you are in the website. If you are on a blog post, it will display options for blog posts. If you are on the events page, it will display options for events.
If you want to activate the comments on a blog post, you need to go to that specific blog post first, then go to the Customize menu and select "Allow blog post comments" if you want comments at the bottom of the post, or "Allow comments in text" if you want inline comments with a green icon when you hover a paragraph. Feel free to try, you can uncheck the option if you don't like it.