Pages does not auto-saves anymore.

Pages auto-save is enabled after the first manual save of the document — unless the target filesystem is unsupported for auto-save. Usually, Pages will throw a dialog if it cannot auto-save for that reason. With auto-save active, one can quit Pages without any dialog or lost content.

Pages will prompt with a dialog "Do you want to keep this new document "Untitled"? when the first paragraph is not done, auto-save is not active, and one quits Pages. One can select Save or Delete from that dialog to perform the obvious or to lose that document content.

In Ventura through Sequoia, if one disables System Settings > Desktop & Dock > Ask to keep changes when closing documents, then Pages will abruptly Quit without any dialog from the second paragraph above, and if the document was never manually saved, with irretrievable loss of all document content. Far too many users have fallen into this trap over the years… continuing to enter content but never saving the document thinking it was being saved.

I leave that specific System Setting enabled, even though the first thing I do is perform a manual save on an initially blank document to enable auto-save.

One knows that their document has not been saved and that auto-save is inactive based on the black core of the red close button on the title bar. You will not see this when auto-save is active.