No, the setting is not common to all themes.
No, wordpress.com does not design all themes here.
Themes are designed by individual designers and each designer determines the features and the way their theme is going to work. Even the themes that AutoMATTic have designed here are not all the same or have the same features.
Open the page in the page editor. If there is a "page template" pulldown in the "attributes" module on the right, click that and see if they have a no-sidebar, full-width page template. If it does, select that template and update the page. If there is no template pulldown, or if there is no no-sidebar, full-width page template listed, then you would have to switch to a theme that does offer it.