Check the headers' "Force New Page" properties and see if any of them is set to True, or something.

All sections have "None" for the Force New Page" property

Also check the "Keep Together" properties of the sections and groups.  The section (header, footer, detail) 's "Keep Together" properties are on the property sheet.  But the groups' "Keep Together" properties are semi-hidden in the group settings at the bottom of the screen (see picture below).

"Keep Together" is actually a confusing term.  If it is enabled, basically it means that if a section or group can't fit on a single page, it will start printing at the top of the next page, which is what you are seeing.

Kevin!  That was it.  Even though the properties for every section on the report had "No" for "Keep Together", on the report design view in the "Group, Sort, and Total" section, the problem was in fact the sub-group was set to "Keep whole Group On One Page".  I changed that... and now it worked.  Thanks so much!