To further my post, and the hosting software timed me out…
Several years ago, an Apple employee wrote a free, custom application that would allow Pages v5.5 to perform Mail/Contact merge. Last year, he upgraded it, and I tested it as recently as Pages v8.1 on Mojave. He has not posted any warnings on his site about using it with Pages v8.2 on Mojave or Catalina, so either he has stopped supporting it, or hasn't tested it with Catalina yet.
If you download this Pages Mail/Data merge solution, only the original author can resolve issues that may occur with it — again, if he is still supporting it, or something in Pages or Catalina changes to break the application. Caveat Emptor.
If not the above, export the Pages document as a Word .docx, and use the Mail/Data merge feature in the free LibreOffice Writer (word clone). Or if you already have access to MS Word, it can do it too.