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I don't know if this will help, but if you look again in Doc. Prop. under Custom Size, you'll see "Resize page to content". Once you open that, you'll see where you can add margins around the content. Although I realize that's not an ideal solution, it may be better than nothing.
I wonder if this is a bug....?? I don't see anything like that in the bug tracker, but I wonder if it should be reported? (or maybe I didn't use the best search terms) I just don't know whether to consider it a bug, or a feature that just hasn't been developed yet? But it seems rather like a very basic ability, to be able to respect page borders. Or maybe somehow the way Inkscape is made, it can only recognize the content?
If you're personally creating the AI files, you could add a rectangle the same size as the page, to the image, before you save. Then the rectangle could be removed in Inkscape. But chance are, you've not made the AI file, I guess.
Anyway, I'm sorry I can't be more helpful.