You have two versions of Pages installed on your Mac.
The document you are trying to open was created in (or last saved from) the newer version (Probably Pages 7.x)
When you double-clicked the file, then Mac launched the older version, Pages '09 (v4.x).
Pages '09 used a file format that was actually a 'package' of files, including an index.xml file
Pages 5 was a from-the-ground-up new application that happened to have the same purpose and same name, but NOT the same file format. The new Pages' file format did NOT need and did NOT include an index.xml file.
Pages '09 did (and still does), hence that message.
To fix:
- Locate the file in Finder
- Click on the filename (once) to select it.
- Press command-I to Get Info.
- In the Info window, go to the Open With section and choose the more recent version of Pages (with a version number 5 or later)
- If you do not have Pages files from Pages '09 that you wish to keep in that format, click the Apply to all 'files of this type' button below the open with choice.
Regards,
Barry