I have the same issue. I have three separate reports, each with a page header, detail records, and page footer. The reports are basically forms that have to be in a specific format. When I run the 3 reports separately, the page headers and footers populate as expected, on each page. But when I insert the 3 reports as subrports, the page headers and footers do not populate on each page. This appears to only happen when the number of detail records spill into the page footer section. When this happens, the page footer is placed on the next page.
I've tried a number of workarounds to defeat the issue. I have created a formula to insert a page break after a specific number of records. For example, my report only allows 6 detail records before a new page should be generated. The formula inserts a page break after each 6th records. This does not work when the report is a subreport.
Any words of wisdom are appreciated.