There is no keyboard shortcut in Pages to return from a bookmark to the originally linked word. One must click the Document panel and Bookmarks tab. Then right-click on the specific bookmark and choose Go to Link > word. There are insufficient words for that design oversight…
Although clicking on a word linked to a bookmark works in an EPUB, there is no visual identification of that relationship, nor is there any means to return to the original word or its page in that EPUB. Since importing an iBooks Author document now plays by Pages rules, you are experiencing the context of this paragraph.
Tested: Pages v14.4, macOS Tahoe 26.1 and a 4-page Pages document with bookmark exported to EPUB.