Seems a document with a filename.pages extension can only be opened with the Pages app on your Mac.
(If you want the document to open in other apps, the document can be exported from the Pages app ... eg as a .pdf, or other file extension.)
Pages export choices:

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On a downloaded pages file :
You might want to check that the Pages app is the default for opening it, when you double-click the icon.
- Double press on the file to open its side-menu and choose "Get Info"
- in the small window that opens... look to check (or change) what app is listed for "Open with"
ie: ... needs to be Pages app
- ... scroll down to use the small ">" arrow beside "Open with" to check...

and use the small "up and down" arrows if you need to reveal other choices to change the app to Pages

Choose Pages app if needed:

Please note: Screenshots were made on an earlier MacOS version than yours, so please excuse if the window appears a little different in your MacOS 26.6 :-)