Should you add page numbers to articles you submit for review? Absolutely. Why? Because it will make it easier for reviewers to comment.
Should you have page numbers in an article you are preparing for submission? Absolutely. Why? Because your coauthors will find it easier to comment. (Not everyone will always be online; I still comment a lot on paper thanks to Deutsche Bahn and Vodafone.)
Having page numbers makes referencing easier and in case someone is working with paper helps putting things back in order in case pages got reshuffled.
So why are the templates you get from journals and conferences missing page numbers? It’s because they will add those page numbers themselves, and their numbers will be different from yours. Thus, you should have page numbers while you are working on the article, when you submit for review, but you should remove them from a final submission after the acceptance notice.
But what about the rare reviewer who will point out that you shouldn’t have page numbers because the template does not support them? I think they are a mythical beast (never had that complaint) but you can add the comment “page numbers will be removed in final version” next to the page numbers.
Finally, as you put a preprint on the web, it should have page numbers again for the same reasons given above. If your publisher allows it, you should eventually replace your own copy with the official one, providing the final page numbers.
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