I'm having a little trouble understanding exactly what difficulty you are having from your description so bear with me if I'm answering the wrong question. First off, Pages (the program) is not part of a .Mac sync (and the other 4 your mentioned are) so that probably explains the difference in behavior somewhat. Next, if the upper tool bar shows the applications as open but the program pages disappear, did you try just clicking on that program's icon in the dock or in the Applications folder ? Doing so will usually invoke that program's window (what I'm assuming you mean by its "page" to reopen).
If I'm reading your question right, this is not a problem of the Mac operating system but a feature that is much loved by most mac users that is different from Windows Operating System --- the ability to have all windows of program closed while the program itself is still running. Hitting the red button to close the window on most document-based programs does not "quit" the program the way it does in Windows but merely closes the last open window of that program while leaving the program itself running (which is great if you want, say, Mail completely out of your way but still want it open and functioning -- checking mail etc.). Since I'm not precisely sure that this is your actual problem, I'll refrain from a long tirade on how this is actually much more logical conceptually and how Window's OS handling of this is such a mess by comparison --- but I have noticed that Windows users who use my machine are so ingrained with the way Windows handles this, that the Mac way of doing it just makes no sense at all to them.
Let me know how it goes. I may be way off base in the question you are asking so, if so, we'll try to figure out exactly what IS going wrong for you and help you out.