"there must be a setting."
You would think so, but apparently not. What you can do is open the underlying posts page (post.aspx) and add the quick launch code (via Sharepoint Designer) or add a list web part to the left nav. in the browser.
To open the posts page, append this to your blog url:
/Lists/Posts/Post.aspx?ToolPaneView=2&PageView=shared
An unstyled web part would look like this: