Books purchased at Amazon will have real page numbers added automatically. As long as the book has page numbers available, anyway. It is in documents/book-title.sdr/book-title.apnx although the first time you open the book (on a KT at least) it gets merged ino the annotations file...
Anyway, if you configure the device driver in calibre you can turn off (it's on by default) the auto-generation of a pseudo-apnx which guesstimates the pagenumbers. Also you can set it to accurate mode, or to derive page count from a custom column.
This works for both mobi and azw3. It is part of the send process, not conversion, so reconverting shouldn't make a difference?