That's a horrible way to do it. Nevertheless, if that's your workflow:
The problem does not lie in InDesign. You can select, copy, and then paste many pages of text at once in InDesign. I think it might be because you cannot select-and-then-copy multiple pages in your PDF viewer. Ask in the Acrobat forum about that. (Uh, that is, if you are using Acrobat. If you have some other PDF viewer software, find a forum for that.)
In Acrobat, you can select and copy text from multiple pages if you're viewing the pages in Continuous mode (where the View option is set so you can scroll thru pages).
I agree this is a horrid workflow.
In Acrobat Pro you can export the text from a PDF as a MS doc or as RTF (Rich text format).
You can then use PLACE, (file menu, PLACE" to insert the text into your InDesign doc
Sure, that's better.
Even better might be to go back to the *source* of that PDF. Even if it's some import format InDesign does not know about, it might be possible to use the original software to export from.