It seems to work fine for me on Windows, Linux and MacOS (where the keys are Fn+Shift+Up and Fn+Shift+Down if you don’t have a full keyboard available).
Off the top of my head the only obvious scenarios where PageUp and PageDown would work when you press them once but not repeat when you hold them down would be if you accidentally enabled one of the OS Accessibility options that disables key repeat.
Do those keys work as expected in other applications? Does quitting and restarting Sublime help?
You can try opening the Sublime console with Ctrl+` and entering the following commands:
sublime.log_commands(True)
sublime.log_input(True)
Once you do that, with the cursor still in the console input, alternate pressing and holding each of those keys in turn to see what it says. Even though there’s nothing to scroll, you should see sequences like the following (repeating when you hold the key):
key evt: pageup
command: move {"by": "pages", "forward": false}
key evt: pagedown
command: move {"by": "pages", "forward": true}
Regardless of the command bound to a key or whether or not it does anything, Sublime should log key events for keys (including repeats) so if you don’t see that happening, I would guess that something external is blocking keyboard repeats.