Pure mathemathics: authors appearing in alphabetic order
The convention in pure math is to list authors in alphabetical order.
Since this is generally known inside pure math, readers will not draw any conclusions from the author order about the relative importance of contributions. In fact, my impression is that most pure mathematicians prefer to avoid discussion of relative importance of contributions altogether, with the exception of occassionally giving more credit to their coauthors in slightly informal settings.
[As a side note, Author contribution statements seem to be unfeasible for widespread use in math. While there are collaborations where X proved Theorem 1 and Y proved Theorem 2, it is in my experience far more common that X and Y talked repeatedly over a long period of time, and at some point the proofs materialized.]
Admittedly, being listed first will mean being noticed a little bit more. However, in line with the convention about author order, the "X et al"-style is typically avoided. It seems far more common to refer to unwieldly large groups of authors by initials (eg GKSSW proved that...).
The place where your advisor is supposed to express how overwhelming your contributions were is in your letters of recommendation.
That said, in pure math it is also convention that merely advising a student does not establish authorship. It is even a common sentiment that advisors should be very reluctant in appearing as a coauthor on an advisor/student paper.
"What should I do? I don't want to appear pretentious, or rude in front of my supervisor, but I don't think it's fair for me either.
In case it's relevant my field of research is pure math."
My recommendation is to accept that alphabetical authorship is the ubiquitous convention not only in pure math but also in most areas of math and computer science. You did the right thing by asking here instead of complaining to your supervisor.
If your concern is that you might in the future want an academic job in physics or engineering or a non-academic job where the recruiters might make the mistake of thinking that you were a minor contributor to all those papers, then you can always put something like this in your CV at the top of your publication list (this is taken from my friend's academic webpage):
Let me suggest that in pure mathematics the conventions are that a student is usually permitted/encouraged to write sole author papers. And for properly done joint work, the convention is to use alphabetical order for authors. Mathematicians will understand this though people in other fields might not.
But, you can also include a short "contributions" section in the paper detailing who did what and how the various people contributed to joint work.
My suggestion, though subject to your advisor's approval, is to write this as a sole author paper. But the reason for the advisor's approval is really just political, not ethical. If they oppose it and thereafter make your professional life difficult, then you gain nothing.
I studied math, but taught CS for the most part. I had a few doctoral students. I'd have been amazed if any of them thought it would be a good idea for me to be a co-author of their work, though I guided some quite closely. A polite thank you somewhere for any help I gave is enough. I think this is pretty standard in mathematics and in theoretical CS.
Of course, there may be some places in the world where the conventions, even in math, are different and unknown to me.