the page header/footer is what is displayed on top/bottom of a page and is independent of the requirements of a group.
If you want to display values from your report, the header/footer will typically read the first/last record that is on the page and display that value (actually I am not sure about footers as I don't typically put information in them, but the page header does.
If you want your page headers to match your grouping, you would want to force a page break when the group changes (section expert, new page before).
HTH