There is no option/setting that will let you do that. You would need to use
a macro that preselects "Current page".
The simplest one I can think of is:
Sub ArbitraryMacroName()
SendKeys "^p%e"
End Sub
This macro presses Ctrl+p (^p) then presses Alt+e (%e).
Note: this macro works when placed onto a toolbar or menu, but not when
directly assigned to a keystroke. It also depends on your not having
reassinged Ctrl+p to something other than the Print dialog.