There will never be total agreement among keyboard shortcuts between InDesign, Illustrator and Photoshop because they have different histories and different priorities for what the applications do.
You can edit keyboard shortcuts (Edit > Keyboard Shortcuts). Click the Show Set button which opens a long list of possible shortcuts in your text editor. You can search for a shortcut.
In fact there is a command for Object > Path > Join. It's found in the Object Menu list of commands. You can assign it to Cmd-J (which would replace the Go To Page... command). I've assigned it to Ctrl-J.
Thanks, Steve, that is very helpful! I didn't realize that ID/AI/Photoshop are all from different companies. I assumed that Adobe, Inc. had created them to work together when they assigned the "CS" label to them. I guess that was just marketing. I certainly won't continue to assume that what works in one will work in the other. I'll check the "help" file, first!
No, I didn't mean to imply that the three applications were developed by different companies but by different teams at the same company. Each group works works with beta testers who specialize on what they do.
So for example, Illustrator, which was the first of the three to come out was working with objects. It was important to be able to transform objects so they assigned Cmd-D (Object > Transform > Transform Again). Photoshop was the second. They work with pixels, and there's frequently the need to deselect pixels so they assigned that Cmd-D (Select > Deselect). And InDesign, which was the third to come out, places an lot of text and graphics. They assigned Cmd-D to (File > Place).
At this point, it would be very hard to get the Illustrator and Photoshop users to give up their Cmd-D shortcut! But you can create your own.