I am having the same problem. Page size in my document is custom and I need it 15mm longer. I changed the master adding 15mm in lenght and 15mm in inner margins to keep design aligned with outer margins. When I apply the Master to all pages, no page changes size, but margins do change. When I select the master in Layers I can see a "frame" of the master with the right size over the page on view, but the page is still the original size. How annoying that such things that used to be so simple with Page Plus now take ages to solve...
Thank you, Walt. Is there a reason for that? It would make things easier to have master page size reflect on pages.
When I selected all pages and changes size on spread properties, it worked for all pages but the 2 pages on the last spread. Not sure why, but at least problem was solved.