In my opinion, there is no Pair in Java because, if you want to add extra functionality directly on the pair (e.g. Comparable), you must bound the types. In C++, we just don't care, and if types composing a pair do not have operator <, the pair::operator < will not compile as well.
An example of Comparable with no bounding:
public class Pair<F, S> implements Comparable<Pair<? extends F, ? extends S>> {
    public final F first;
    public final S second;
    /* ... */
    public int compareTo(Pair<? extends F, ? extends S> that) {
        int cf = compare(first, that.first);
        return cf == 0 ? compare(second, that.second) : cf;
    }
    //Why null is decided to be less than everything?
    private static int compare(Object l, Object r) {
        if (l == null) {
            return r == null ? 0 : -1;
        } else {
            return r == null ? 1 : ((Comparable) (l)).compareTo(r);
        }
    }
}
/* ... */
Pair<Thread, HashMap<String, Integer>> a = /* ... */;
Pair<Thread, HashMap<String, Integer>> b = /* ... */;
//Runtime error here instead of compile error!
System.out.println(a.compareTo(b));
An example of Comparable with compile-time check for whether type arguments are comparable:
public class Pair<
        F extends Comparable<? super F>, 
        S extends Comparable<? super S>
> implements Comparable<Pair<? extends F, ? extends S>> {
    public final F first;
    public final S second;
    /* ... */
    public int compareTo(Pair<? extends F, ? extends S> that) {
        int cf = compare(first, that.first);
        return cf == 0 ? compare(second, that.second) : cf;
    }
    //Why null is decided to be less than everything?
    private static <
            T extends Comparable<? super T>
    > int compare(T l, T r) {
        if (l == null) {
            return r == null ? 0 : -1;
        } else {
            return r == null ? 1 : l.compareTo(r);
        }
    }
}
/* ... */
//Will not compile because Thread is not Comparable<? super Thread>
Pair<Thread, HashMap<String, Integer>> a = /* ... */;
Pair<Thread, HashMap<String, Integer>> b = /* ... */;
System.out.println(a.compareTo(b));
This is good, but this time you may not use non-comparable types as type arguments in Pair.
One may use lots of Comparators for Pair in some utility class, but C++ people may not get it. Another way is to write lots of classes in a type hierarchy with different bounds on type arguments, but there are too many possible bounds and their combinations...