Since Apple introduced Pages v5 (rewrite) in Oct 2013, there has been no ability to select non-contiguous words, sentences, or any other non-adjacent blocks of text. The "why" is owned by the Pages product team who does not participate here, and as a fellow user, I cannot speculate on their internal implementation decisions.
I would suggest using the Pages application menu to send feedback to the product team, but after nearly ten years without this non-contiguous text selection functionality, there would be an almost negligible chance of the product team reimplementing it.
Both Microsoft Word (including 16.76) and LibreOffice Writer 7.5.5 support non-contiguous text selection. This is about the right tool for job…