You haven't said what version of Pages on what version of OSX but since OSX 10.7 they all require you to save the first time to create the named file that all subsequent versions will be saved to.
https://www.macupdate.com/app/mac/29454/foreversave-lite
Will prompt you to save the first time and then save at set intervals.
Apple as usual has created a novel auto-saving and versioning system that falls at the first hurdle.
It should save a temporary file in Documents with a unique System tag, or the first line of the document, if you haven't saved within 5 minutes of opening it.
Then if you chose to not Save, move that copy to the Trash.
Finally to give you a 3rd chance to recover, let you reopen the unsaved document from the Recent menu, returning the temporary file from the Trash.
This would cover the usual human behavioral problems. People tend to get into their work and forget to do the mundane things like Save until too late. It is easy to hit Don't Save when that pops up either by misclicking, or out of some long standing habit. Only thinking about it after the event.
Peter