Converted files (from Word to Pages) do not open from Finder

I have converted several Word (MS 365) files into Pages. When I click on any of those converted files (i.e. "Thursday Meeting) in Finder to open I get this flag:

"Word found unreadable content in Thursday Meeting.pages.

Do you want to recover the contents of this document?

If you trust the source of this document, click Yes."

If I click "Yes" I get this flag:

"Word experienced an error trying to open the file.

Try these suggestions.

* Check the file permissions for the document or drive.

* Make sure there is sufficient free memory and disk space.

* Open the file with the Text Recovery converter"

I know that I can open the converted files through Pages (Pages > Open) without any problem.

My question is this: Why can't I open the converted files directly from Finder? Or, why wouldn't Finder automatically open Pages, then open the Pages file that clicked?