There are two types of Pages documents: 1) the standard word-processing document that is the default; and 2) the page layout format document. Although the Pages User Guide for macOS is kept current with the last Pages version, and will feature content that you do not have in Pages v8, the following intro discussion hasn't changed:
Intro to word-processing and page layout documents in Pages on Mac - Apple Support
When you create a standard word-processing document, you cannot remove a blank page by right-clicking on its thumbnail and choosing delete. You know now that doesn't work. You must click on that blank page thumbnail, and then click at the beginning of that blank page and backspace until the page is removed.
With the page layout style document, every page is a section, and the right-click of a thumbnail, and the choice of delete will remove that page (section) without affecting the rest of the document.