Based on my past sales experience if I remember correctly HD in cameras is any camera over 10MP (mega pixels) as such what you will find is many video or compact cameras may take a photo in HD (@ 10MP or above) however they are unable to film a movie at that quality as such many range around 3MP and above.
This can be due to a number of reasons though memory size used to be a primary one, battery and frame rates are now the more common reasons, that to me would be the reason it states it does not have HD move mode.
A model number for the camera/link would be helpful to find out the exact reason, the above is a rough guide
