I agree with you that Microsoft needs to fix this problem.
One way the problem can arise is when one opens new document (which must have a single empty page) and then uses MAILINGS > Envelopes to add a page to print an envelope. The envelope page appears as page 0 and the original blank page as page 1. With some
difficulty, one can use the advice at http://wordfaqs.mvps.org/BlankPage.htm to discover that there is a section break between the envelope page and the original blank page. If one deletes the section break, the dimensions of the envelope page revert to the
default page dimensions (usually 8.5x11). Sigh. Then if one sets the dimensions of the envelope page back to the desired envelope size, a new blank envelope page appears. Double sigh.
The simplest solution I have found to get many envelopes printed is to print odd pages only, which prints the envelope pages without printing the blank page after each envelope. But one must remember to print odd pages only every time.
As a more palatable but much more difficult alternative, I was able to delete the blank page using (with great care) the advice at http://wordfaqs.mvps.org/BlankPage.htm. But please note that the cited web page does not discuss the anchor symbol which one
will see in the address block on each envelope page. As noted above, after deleting the original blank page and setting the dimensions of the envelope page back to what is desired, a second envelope page appears which must also be deleted. When deleting
the second envelope page, one must select the address block on the second envelope page and delete it before deleting the paragraph mark at the top of the page. Triple sigh.