This is because Excel flushes all print-job specific settings between sheets, even when in a group selection. This is evidenced in another way that users of Adobe Acrobat will know. If you select a group of sheets and print to PDFWriter, you get asked for a filename for each SHEET (not just for one filename and then it prints all sheets to that same file). Therefore, each sheet is being sent as a separate job, just that Excel automatically sends all the jobs at once when in a group selection.

However, there is no way to stop the Printer Preferences getting in the way between the jobs - so whatever you have set over and above that in Properties will only hold for the first sheet in the selection.

It's not a bug as such because that's what you would expect to happen if printing the sheets separately anyway; it's just that Microsoft have obviously never got around to making group selections spool to print as if they were one job - probaby because there are too many counters, pointers, indexes and handles calculated and incremented whilst rendering one worksheet to the spooler to allow other worksheets to follow on in the same job. Probably too demanding memory and resources wise.

However, I agree that it is annoying. It is possible to write VBA routines that use a load of SendKeys to access the printer properties box, get to the settings required and change them (manufacturer permitting), looping this after selecting each sheet in the book individually to print, but it would be of no use posting an example here for one printer, because for another model (even same manufacturer), the whole SendKeys string will almost always need to be different.