Chances are you did something different. From what I recall, my templates load up only the first page. That's how they were designed and saved. I just now tried some of Pages' built-in report templates. Only the first page is included in the document. I have to insert as per above for other pages.
I also noticed you can click the "Sections" icon in the toolbar: that will pop up a list of all templated sections as well, that you can select and insert into the document.
So with these templates, Apple's own, and even a set of third party ones I have, only the first page is displayed in the document on all of the ones I have used and tested. I checked the preferences but I don't see anything there for template settings that would help here.
Therefore, I think you have done something different, like maybe opened up different templates? Remember, you can create your own templates: just save the document as a template. For example, open up a template for a book, then insert all the sections, then save it as a template. When you open that template, all those pages will show up in the document without you having to insert them manually.
However, I like the fact that only one page is inserted when I first open a template, because I often don't use all of the templated pages in a report or book template, for instance. And I certainly don't use them in the order in which they are listed...