It's not really a problem, more of a feature...
Depending on the options you set at design time, when a report is displayed on the page it uses the HTML rendering extension. That extension decides how best to format it, within your design time parameters for viewing on a web site, remember a webpage really doesn't have a set length and can go on forever. When you print it, it is printed(rendered to the print driver) using the image rendering extension. This more specifically takes into account the size of the page, margins etc as you set them at design time.
AFAIK, it's just the way it works, and unless you want to manually add pagination to your reports, its something that with a little user training the users will understand and accept.
-Luke.
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