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What I meant is turn off Documents and Data in iCloud in OS X.
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Heck, start at the very top and email Tim Cook directly! At the very least, it's an Apple/OSX-level rather than Pages-level decision about how these dialogs will work, since it's the same in all the programs I mentioned. This is, I'm guessing, OS level funcionality that basically says "If this program supports iCloud, show this form of the dialog box". Second, I would leave feedback for the OSX team, not the Pages team. (All the stranger then that there's no counterpart in the "Save As." dialog.) Click "On my Mac" instead of "iCloud" and future calls to Open should default to your local drive. First, you can change the default in the Open dialog box - look for the two buttons at the upper left of the dialog. Other than carping, I had two useful things to add. So I need to change from iCloud to my hard drive and click the expand button every time I save a new file in TextEdit, Pages, Keynote or Preview. The iCloud default is doubly frustrating for me since I use the expanded save as dialog, which gets turned off when you go to iCloud.
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I'm having the same frustration with the Save dialog - I'd like to keep iCloud active for documents so I can use it if I (occassionally) want to, but I want to have the default be a local save.