Here’s why: the big thing about setting custom backgrounds in Pages is that it is only available for page layout documents. The chances are though that you won’t be able to find those settings.
Now, the short explanation is that you need to deselect any objects, open the Format pane and select an option from the ‘Background’ menu. Unfortunately, the feature is a little buried - and there’s an important gotcha to look out for … With the update installed, it’s time to find the page layout settings to change the background. To use this feature, you’ll need to make sure to update to the latest versions of the Pages app for Mac and Pages for iOS, rolled out earlier in June. Pages recently added the ability to set page backgrounds, so you can give your document a blue or pink base color without messing around with full-page objects that just get in the way.