Pages file couldn’t open with a notification the required index.xml file is missing

Pages '09 v4.3 document formats use an internal index.xml file and Pages v5 thru current use a document format that does not use the index.xml file. These are not backward compatible with Pages '09 applications, thus the missing index.xml dialogue.

Formally quit Pages '09 from its application menu, and then right-click on the same document, choosing Open with and Pages (default) to open it in the current Pages application that accepts that document format.

If you do not have a Pages v5 thru 11.1 application installed (e.g. v5.6.2 for macOS 10.11), then you will need to open that newer format Pages document using Pages in iCloud.