I was wondering that, too.
Another problem: If you write a whole document and save it in .doc format, Pages '09 think's that you didn't save it yet. If you choose to quit the app, it asks to save the document. If you click the "Save" button (not the "Save as"), it was suposed to overwrite the old .doc one, but it asks you everything again (name, folder, format etc.).
Yea, I think Apple has made it to work this way. It's a simple way to rely on the .pages format and forget the .doc one.