|>>But it does not make sense|
Who ever said that MS had to make sense. Especially Office 2007....
Look here for:
Troubleshoot page breaks and section breaks 2007
In part is says:
If you inadvertently format a manual page break (page break: The point at which one page ends and another begins. Microsoft Word inserts an "automatic" (or soft) page break for you, or you can force a page break at a specific location by inserting a "manual" (or hard) page break.) as hidden text and then specify that hidden text is not printed, Microsoft Word ignores the manual page break. The new page won't display when viewed in Print Preview (print preview: A view of a document as it will appear when you print it.) (File menu), and the new page won't print.
Could this be your problem??