When you generate an entity with drupal console you get a twig template for the content of the entity. This is not a page and not a theme. If you want to use a page template, that is specific to the entity, then you use a template name suggestion, for exampe `page--myentity.html.twig`. The content from the entity controller will end up like any other content inside of this page in the region `content` if you use the standard block layout, where the block "Main page content" is placed in this region.