Unfortunately you cannot suppress that on an app by app basis as far as I am aware. It's a feature of Pages that does that whenever you open the app you have to choose an existing document or choose a new one. It's how the app is built.
The same feature exists in Textedit and other document based apps written by Apple.
"I would like to have Pages open a new blank document when I click its icon in the dock. I do not want the location chooser window showing up."
Here's what I did to accomplish this:
1. Open Pages
2. Create a blank document (with the appearance that you wish)
3. Save the blank document somewhere (desktop is a good place)
4. Quit Pages
5. Click ONE time on the icon for the blank Pages document to select it
6. Type "Command-i" (for "get info") -- the info box will appear
7. In the "general" area, put a check into the box for "stationery pad"
8. Close the get info box. The blank doc is now a "stationery pad". When you click it, Pages will open with a NEW "blank" document in front of you.
Now -- put this "blank Pages stationery pad" anywhere you wish. You can put it into the dock if you want, for a "one-click" solution. Or just leave it on your desktop.
When you want Pages to run, just double-click (or single click in the dock).
The same procedure will work with MS Word -- or with almost any app, for that matter.