This has been discussed in previous threads:
- https://forums.zotero.org/discussion/90275/pdf-reader-highlighting-across-page-breaks
- https://forums.zotero.org/discussion/89572/feature-suggestion-merge-annotations
where the developers have explained the challenges to implement this and agreed to look into it.

Note that:
1) In Zotero 7 Beta, you can already highlight and underline across 2 pages. That still includes many unwanted parts of the text at the moment (bottom and side text). But you can use it already to cite some text across two pages by removing manually the unwanted text. Or the other ways around proposed in the threads above.
2) In Zotero 7 Beta, you can shrink or expand existing highlight or underline annotations, including across the next or previous page.
3) I cannot test, but it seems that it is already possible in the iOS app:
https://forums.zotero.org/discussion/comment/437463/#Comment_437463