Pages is not a Word clone and translates the Word document contents into the internal Pages (.pages) document format. Apple does not guarantee an accurate translation and as you have noted, it fell short of your expectations.
If you absolutely require Word native document format fidelity, and exchange Word documents with other Word users, then use your choice of Microsoft 365 (subscription), or Office 2021 for Mac (single-purchase).
The free LibreOffice Suite is a clone of MS Office and does a very good job with Microsoft documents, but again, it will not be 100% on opening or saving Microsoft content, and the interface will incur a steep learning curve.