Turn off “Automatically detect lists” in Pages Preferences. It’s easy to turn automatic lists off, but the option should be easier to find than it is.
With Pages open, go to “Preferences” under the Pages menu, and then click on the “Auto-Correction” icon in the top bar of the Preferences window. There you’ll find a tick-box to choose if you want Pages to automatically create lists of either text you paste or new numbered lists you create.
In my experience, sometimes you’ll need to set that for each document. If that’s also annoying, you can create a template in Pages.
Since it sounds like you are doing lots of formatting in Pages, you also might want to know more about styles and the “Style Drawer.” Look in your “View” menu in Pages; the top most option is to show the “Style Drawer.” It will pop out to the right and show you lots of options for styles in your document.
The basics of styling a document are font, font size, margins widths, etc. But Pages is a modern word processor with features like any other high end program, so working more with styles might pay off for you in terms of saving time and making documents more visually complex.
You use the paragraph styles that are already in the style drawer; highlight a block of text and click on the style titles. You can make a new style from a paragraph you’ve formatted by highlighting the paragraph and then clicking on the little down arrow next to “Body” and selecting “Create New Paragraph Style from Selection.”
I’ve done that to create a paragraph style I call “Excerpt,” that is a smaller font face (and italic) with single line spacing (and one tab in) for when I need to put email excerpts in documents and make them stand out from the rest of the text, like this:
Duis autem vel eum iriure dolor in hendrerit in vulputate velit esse molestie consequat. Lorem ipsum dolor sit amet, consectetuer adipiscing elit, sed diam nonummy nibh euismod tincidunt ut laoreet dolore magna aliquam erat volutpat.
Lorem ipsum dolor sit amet, consetetur sadipscing elitr, sed diam nonumy eirmod tempor invidunt ut labore et dolore magna gubergren, no sea takimata sanctus est Lorem ipsum dolor sit amet. At vero eos et accusam et justo duo dolores et ea rebum.
See this Apple support page Pages ’09: Applying Styles. Also, see the Pages User Guide at the Apple support page, if it’s not already installed on your Mac.