Why does not it support Arabic language for Pages?

Use a different app like everyone else does. Mellel is best, but TextEdit, Nisus Writer, Open/Neo/LibreOffice should also work. MS Word for Mac does not.

To give Apple your views, use the channel they have set up for that:

http://www.apple.com/feedback/pages.html

Mellel is the best solution for RtoL text.

Peter