Had a look at this and the "increment" and "decrement" pages buttons set the page register to either "storyware closed" (00) or "page 6" (3F), not any of the intermediate values (01, 03, 07, 0F, 1F).
The code controlling this seems to be at line 225 of segapico.c:
/* Page register :
00 - storyware closed
01, 03, 07, 0f, 1f, 3f - pages 1-6
either page 5 or page 6 is often unused.
UINT8 tmp = m_io_page->read_safe(0);
if (tmp == 2 && m_page_register != 0x3f)
m_page_register <<= 1;
m_page_register |= 1;
if (tmp == 1 && m_page_register != 0x00)
m_page_register >>= 1;
retdata = m_page_register;
EDIT: Okay, it actually does change the "page" but it is only noticeable when you are watching the value, as "tapping" the space/shift buttons seem to be too hard to increment the value to the next one.
EDIT2: When you get to one of these pages, you can't access any of the minigames as there's no way to "tap" on the gameware as required by the game.