Since the Physical Address Extension (PAE) mode that was introduced in the Pentium Pro (and Pentum M) was such a change to the Operating System memory management subsystem, when Intel designed the Pentium II they decided to enhance the "normal" Page mode to support the new Physical Address bits of the processor within the previously-defined 32-bit Entries.
They realised that when a 4MB Page was used, the Directory Entry looked like this:
+-----------+------------+---------+
| Dir Index | Unused | Control |
+-----------+------------+---------+
The Dir Index and Control areas of the Entry were the same, but the block of unused bits between them - which would be used by the Page Index if it existed - were wasted. So they decided to use that area to define the upper Physical Address bits above 31!
+-----------+------+-----+---------+
| Dir Index |Unused|Upper| Control |
+-----------+------+-----+---------+
This allowed RAM above 4 GB to be accessible to OSes that didn't adopt the PAE mode - with a little extra logic, they could provide large amounts of extra RAM to the system, albeit no more than the normal 4GB to each program. At first only 4 bits were added, allowing for 36-bit Physical Addressing, so this mode was called Page Size Extension 36 (PSE-36). It didn't actually change the Page size, only the Addressing however.
The limitation of this though was that only 4MB Pages above 4GB were definable - 4K Pages weren't allowed. Adoption of this mode wasn't wide - it was reportedly slower than using PAE, and Linux didn't end up ever using it.
Nevertheless, in later processors that had even more Physical Address bits, both AMD and Intel widened the PSE area to 8 bits, which some people dubbed "PSE-40"