Page numbering is connected to sections.
When you change columns, you add sections.
What gets carried over when you start a new section?

One of those things carried over is the setting to restart page numbering. Try going to each page 1 and using the Format page numbers dialog to tell Word to continue the numbers from the previous section.
If needed, you can use Continuous Page Numbering Add-In.


See also: Page Numbers in Word 2007-2021 (365)