I do not see any way around this. If you convert a multipage PDF to the TIFF format you will get one TIFF file for each page of the PDF and "_PAGE_#" where "#" the number of the page from the PDF. Unlike the JPEG format the TIFF format only allows one image per file, sort of like an image taken by a camera.
Just for the record: it is the TIFF format that allows for multiple pages (though not necessarily widely supported, and typically only used in office or similar environments where paper documents are scanned). To the best of my knowledge, JPEG is a single image format and does not allow for multpile 'pages' inside the same JPEG file.