We didn't live as long so our bodies didn't need to last as long.
And we probably derived calcium through other means. For example, the Chinese do not traditionally eat dairy (as in butter, milk or cheese) but they do eat dishes (such as stews) cooked with the meat on the bone so nutrients from the bone and marrow are eaten.
Greens, weight bearing exercise, sunshine and low sodium. Your body absorbs and retains calcium quite well, actually. But you need plenty of magnesium to utilize that calcium, and vitamin D (hence the sunshine) to properly absorb calcium. You'll also need vitamin K and boron. Excess sodium (and phosphoric acid, from soda) are probably the biggest contributors toward calcium excretion in modern life. Most people in the US are also arguably vitamin-D deficient (some studies say up to 75%).
I've been dairy free for a year or two at a stretch for medical reasons, and my (fairly extensive) research indicated that I don't need to supplement calcium (even without dairy products) as long as I got weight-bearing exercise, ate my greens and supplemented with sufficient magnesium and Vitamin-D. I do start craving greens when I've been dairy free for a few weeks though, and it's not unusual for me to have several servings of cooked greens or other higher-calcium veggies per day.
I would strongly encourage anyone who's considering a restrictive diet for any reason to do a lot of research on micronutrients. The Linus Pauling Institute at Oregon State is a really good place to start reading.
As far as paleo specifically - When I was first diagnosed with gluten intolerance I was also intolerant to: all nightshade vegetables (potatoes, tomatoes, peppers), all grains (corn, rice, etc), dairy, legumes (beans, green beans, peanuts). What I was left with was pretty darn close to paleo. I lost weight quickly, I felt good, and I had a pretty nutritionally balanced intake.
But I ate everything that could be found at local farmer's markets and at a big greengrocer. Modern diets are incredibly limited in the variety of nuts, seeds, fruits and vegetables that are consumed. My husband and I would go through a half bushel of collard or other greens in a week, in addition to the other vegetables we ate. We sought out fiddlehead ferns (which taste like dirt), kohlrabi, sunchokes, every variety of squash under the sun, etc. It's not something I could have done in a healthy manner with nothing but a Kroger or a Wal-mart as a food source.
But I found that it was impossible to maintain weight during pregnancy, and after my daughter was born (and I started to add back those foods) I gained weight quickly, until I weighed almost as much as I did before my diet was limited. So like any other restrictive diet - limiting choices can limit calories and cause weight loss. It's also a fairly low caloric-density diet. But lifting those restrictions makes it easy to gain it all back.
I'm currently dairy free again, and one of my focuses is building habits that will continue to work for me if I'm ever able to add dairy products back into my life. I would really rather not be pushed back to paleo, for logistical reasons if no other, but it was the least of the available evils.