Facebook didnt automatically implement this feature on all fan page, therefore it requires the page admin to manuallyenable the feature on his/her individual fan page.
To do this, follow the below simple steps and your fan page reply system will be enabled.
1. Goto Your Page you want to enable the reply feature
2. Click on "Edit Page" then Move to "Manage Permission"
3. Goto the Bottom of the Page and you will see an option "Allow replies to comments on my Page" tick it to enable replies.
4. Click on "Save Changes" and you are done.