Could it be that some countries are okay with them and not others? I had worked for a company doing a dual language version of their software and we had to pick our Spanish carefully.
I should try Pages in Japanese to see what it does.
Well, similarly to in English, it's to some degree a question of preference. Eg, Americans use on the outside and *for inner, and Brits use *for outer, and for inner. French users also use *at times, although in all formal contexts afaik «» is mandatory (and is also supposed to have a quarter-space between the mark and the enclosed letters). The Royal Spanish Academy acknowledges the existance of *but as inner quotes. «» are the prefered outer quotes, and most monolingual publishers (like Cátedra) use them exclusively, with for inner.
There's an option for changing the language of the text currently being typed, and that affects both hyphenation and spell checking, but if you change it to French, for instance, it keeps it with . It's a shame that Apple has such great localization support in their frameworks (Unicode, a decent bit of OTF stuff, NSLocalized) but they don't actually use half of it (iPod can't display Hebrew, Arabic, Armenian, Thai song titles, but iTunes can okay, Mac OS X not localized to Russian or Arabic or Hebrew).
To answer mad_jew's question ... no. At the system level, all quotation marks are actually ditto marks: "" because that's what typowriters used to have. You have to remember key combinations to curl them properly in English or any of the other latin script languages (not sure about the non-latin script ones). Mellel does this for a much larger number of languages, but I like the interface otherwise for Pages better and I can remember the key combinations for «*» (on my ISO Spanish, shift-option-´ and shift-option-ç).
Also, I thought about doing an auto-correct for space, quote ( ") to « and quote, space (" ) to », but the autocorrect depends on spaces to activate it, so that doesn't work.