ALPHABETIZING YOUR LIST

Pages does not have a native sorting feature outside of a table column. There are two approaches:

1. Install the free WordService product from the Mac App Store, which provides several macOS services including Sort Ascending/Descending that works instantaneously on Pages lists.
2. Copy/paste the list into a table column. Sort that column ascending/descending, and then copy/paste the newly reordered column content into a Text box, from which you can then copy and paste back into the document body. This is a PITA.

WordService works (tested) with Pages 10 on Catalina 10.15.5 or Mojave 10.14.6, as well as earlier versions of Pages and macOS. It handles bulleted lists, or just straight, (selected) text lists. It will be installed from the Mac App Store, and you should verify that the services you need are already enabled in System Preferences : Keyboard : Shortcuts : Services.

The default keyboard shortcuts that WordService assigns to sort lines ascending/descending conflict with the same shortcuts assigned in Pages 10, so the simplest way to use them is from the Pages application menu > Services > WordService: Sort Lines Ascending.

I can Verify that the Word Service solution posted by VikingOSX works great! I've used it for years.

Quick & easy once the app is installed.

Highlight your list & go to Pages application menu > Services > WordService: Sort Lines Ascending.

And you're done!