I trust you downloaded the PUB file, not the PDF...
I began with a blank publication and set it up as a booklet with letter-size
paper in landscape orientation. It asked me to insert pages, I said yes, and
it ended up four pages, with 2 and 3 facing.
I went to the master page, a two-pager, and then went to View / Header and
Footer. In each header I typed "<tab>Dancing Fairies", in the left footer I
clicked the H/F toolbar's page-number tool, and in the right footer I typed
two tabs and then clicked that tool.
In the page sorter I left-clicked page 1, and I saw header and footer. Then
I right-clicked page 1, chose Insert Section, cleared the "Show H/F's on 1st
page" checkbox and clicked OK. The H/F disappeared.
I did the same on page 4, where the H/F also appeared, and I also checked
"Begin a new section". The H/F disappeared afterward.
I then added the text boxes and bitmap objects, but they're irrelevant.
Finally I did Print Preview: the H/Fs were on all four pages. I went back
to normal, checked pages 1 and 4, and they were not there.
That's not WYSIWYG. That's a *BUG*. There are my steps. Prove me wrong.