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Mac programs will also ask if you want to save a document, project, etc. upon quitting the program or shutting down the computer, but if you just pulled the plug or flipped a switch off, there was no power to the Mac for it to be able to ask you. One reason to always properly shut down programs & the Mac rather than just cutting the power.
Pages does not have an auto-save feature. But even a Windows machine won't save your document if you just pull the plug.