There are two ways to show double-spaced lines on a web site within paragraph tags. And by the way, I tested this in Pages v8.1 on macOS 10.14.5:
<style>
.space2x {
line-height: 2;
width: 40%; /* so it will wrap early */
}
</style>
<p class="space2x">Some text reflecting n-tuple lines of double-spaced text</p>
and the old school way of making web page text double-spaced:
<p> Some text reflecting one line of text<br><br> and the next line of text<br><br></p>
If you copy and paste text from a website where double-spacing is managed by a style (as shown), then this content will copy/paste into pages as single-spaced, wrapped content.
The second example, using n-tuple HTML line breaks (<br>) causes Pages to treat each one of these <br> occurrences as a newline (or new paragraph mark), and you get multiple paragraphs that appear as double-spaced text when you paste. Selecting the text in Pages will show that the content is already single-spaced, paragraphs and attempting to set spacing to 1 has no effect.
You will have to show invisibles and edit out the extraneous paragraph marks for web text content that contains the HTML <br> syntax, as Pages will not do this automatically during a paste operation.