Not really to the point, but you might want to have the reverse effect...
Anyways, as far as lighttpd code goes, that would be something like this:
url.redirect = ( "/page/" => "/page" )
url.rewrite-once = ( "/page" => "/page/" )
but, since "/page" doesn't find a file and tries the directory "/page/" (and the rewrite seems to do nothing to hide that), that does produce a redirect-loop.
Then your real question would be: is it possible to tell lighttpd not to redirect on directories? That, unfortunately, I didn't find a way to do... but I didn't search in deep, in fact I do prefer URLs with trailing slashes (also visually)...