I am new to Dynamics CRM Online, going live in a month or so, but see this same issue here. I create a nice "advanced find", etc. with all the proper columns, etc.. If from that Advanced find, I choose File / Print Preview, it looks OK. I see all of the records, etc. When I click print, I choose my printer. I always get just one page of output and it isn't scaled to the width of the paper either.
I realize I could always export to Excel and print reliably from there, but what's going on with this?