When using Mercurial annotations, the Show Diff menu option is missing

So I was trying to figure out how to actually get a full diff from the hg annotations provided in PyCharm, and I looked at the help page:

http://www.jetbrains.com/pycharm/webhelp/working-with-annotations.html

To my chagrin, "Show Diff" is a menu option in the documentation, but when you're using Mercurial, it isn't there. Any reason why?