Never use copy and paste to place images, use only File > Place or drag & drop from Finder or Bidge.
Frames from Pages are useless in InDesign. You don't need to create a frame before placing an image it is created automatically when placed.
Thanks for your answer, but you're kind of missing the point. Frames in InDesign are ugly. All you can do is create a line or a dotted line around a photo, basically. In Pages I can choose from a couple dozen graphic frames: making it look like the photo is a physical photo lying on the page or part of a photo album with those little corners, that sort of thing. It simply looks breautiful and professional. And if that's too much, I can choose any of about a dozen different 'freestyle' strokes as a border around the photo, creating a lovely effect of their own.
I can't seem to find any way to replicate that kind of effect in InDesign except by copy-pasting from Pages. Maybe I'm missing something though?
I've added a screenshot of the sort of picture frames I am referring to.
Do it in Illustrator or Photoshop, but not copy and paste. Page frames have never a high printing quality.