When using APA 5th for a "non-psychology" paper, should you always use page numbers for in text referencing?

I am a third year psychology student, and have never been penalized for how I reference in essays and reports.

I have taken a study of religion class as an elective this semester and have been marked down heavily for not including page numbers in my in text referencing. Unless using a direct quote, I have never before included a page number in my referencing, as that is how I have been taught.

Is referencing different when you are writing outside of the behavioral sciences?

We were told we could write in any style we were used to when given the project.