Hello
It seems I was having the same issue with not being able to open my docs on my Mac in pages after just creating it on the same Mac in Pages. What's even more frustrating is that I get a message that the doc. cannot be opened in pages but there is no reason why. After hours of no answers from apple tech support or online support on how to resolve this, I went looking for a work around.
Since the documents are being stored in iCloud I decided to signed into iCloud.com with my apple I.D and open the pages app there. I was able to edit my document and print it from there as well. Out of curiosity I decide to see if I could download the doc. from iCloud and than open it in pages, and I was able to.
It's a bit annoying to have to go through so much just to get my documents, especially if you have the pages app on the Mac, but it was either that or starting all over.
It seems that the issue is that the file is being saved directly to iCloud with no extension to it. Since the file is actually in iCloud you have to retrieve it from iCloud. To test this I created a new document in pages and saved it than tried to open it again and it would not open. I than went to iCloud.com open the pages app and downloaded the document. I was able to open it and edit and save it. And to put the icing on the cake for me, I was able to open the document again and again in pages on my mac with no problem.
I also took a look in finder under All file on this mac and found that I now had two of the same documents the one just created in pages on the mac did not have an extension at the end of it and the one downloaded from icloud.com had the .Pages extension at the end.
So as in the world of Apple, the issue seems to have been isolated to the way the file is being saved. When you are saving a file in pages there are 2 options for saving the document. You have either Pages-cloud or iCloud drive as your choices and neither one will allow you to open a document on your mac since they are actually not on your mac but in the iCloud where the birds get to keep it protected for you.
Hope this helps who ever needs it.