I’ve been asked this question many times when having eLearning courses reviewed. To me, I believe this comes from people being used to presentations they step through or are presented with.
Page numbers in eLearning Courses has a lot to do with your (or company) style guide, but given the choice – would you use page numbers?
For me, I think it adds an expectation to the learner of how long they have to go in the course, which could detract from the content being delivered. What if the course has branching? This adds a level of complexity that may not be required.
I use Captivate to build my current eLearning Courses and find that the Table of Contents is sufficient. There is the ability to control what can and can’t be seen in the navigation structure. This is very effective when using branching.
At the end of the day, it does come down to several factors that will determine if you use page numbers, but if I’m given the choice, it’s not for me!