Setting the “replace all scope” to “entire file” will only replace search strings on the same page, not in the entire document.
That is because it is the entire file you are working on, or what you are calling a page. To do a search and replace on the entire project (which is many files), you’ll need to use the Project Replace tool. That is unfortunately still in development. For now, try using scrivenings mode to view many files at once and use the regular Find tool. I haven’t tried it, but that might work.
The reason for putting this ability in a separate tool is that it would be technically working in many files which are closed in the binder—and so mistakes would no longer be something you could use undo to fix. So putting that kind of destructive power in the standard Find dialogue would be risky.