There is no explicit way to set the max records a data page can retrieve. It is embedded within Report Definition.
In Report Definition, if we don't enable pagination under Report Viewer tab, we will be able to set the Max Records to retrieve under Data Access tab. The same value will be used by Data Page.
But if we enable pagination, Max Records to retrieve field will be disabled/ignored for Report Definition. But the last updated Max Records value before enabling the pagination will be used by Data Page. If the last updated value is empty, then by default, using the System Settings (pyMaxRecords), Pega will assign the value as 500.