>I wanted to change the captions of the tabs of the pages on a page frame to reflect whether the page is empty or not.
>And I wanted to change FontBold property of the page but it happened that I could change FontItalic, FontUnderlined, ..., FontEverything but Fontbold. Is that a bug or does it have a reasonable meaning?

I just tried it and it worked.

What is the font your are using for this page? It might be that the font being used does not support bold.