You can get the functionality you're looking for by appending ?skip=## to the URL, where ## is the entry number. If you want page 5 and one page shows 20 entries, ?skip=80 e.g.

Seperate links for every page number would get pretty ridiculous in some cases. Links to just a few nearby pages would be alright, but this should certainly not replace Next/Previous, which I'd expect to be more generally useful.