Firefox, Thunderbird opens email (macOS Sonoma 14.4.1), but I want to save email in Pages

Only Pages can create Pages documents. It can open Rich Text (.rtf), Rich Text Directory (.rtfd), plain text (.txt), and Word (.doc, .docx) documents. You can even drag and drop a single-page PDF onto an open Pages document. Pages is not designed to open native email documents, and unless you can export email to one of the formats in the first sentence, Pages is not the answer to your goal.