Not to totally resurrect an old, dead thread, but I was having this same issue.
Tech support said the "Filled out form on:" constraint ONLY is supported for landing pages built within Marketo UI, and since none of our pages are official marketo landing pages, we would be unable to use this feature.
With Ryan's help, I was able to figure out a solution (that worked for us).
Instead of using the "On Page" constraint, I switched to using the "Referrer" and using the "Contains" logic, and then simply plugging in the URL of the page with the form of it (minuse the http:// nonsense).
This seems to be working for landing pages that are not created through/hosted with Marketo; and all our forms we simply extract the code from the Marketo created form (non-scripted type, just plain old form code that submits through marketo).
Hope this helps someone else!
Edit: This same kind of thing could be accomplished with an invisible auto-filled field that looks at the page the form is embedded on's URL. Since I didn't really feel like updating our form templates site-wide though... we went with the above.