This would be a function of the printer/printer driver. Excel doesn't know
the capabilities of your printer, i.e. whether it has the ability to take a
single copy and print 5 times or if it is memory or function limited and
needs to get it all as 5 jobs.
Only way I know would be to make 4 copies of the sheet to be printed, select
all 5 sheets and then send that as a single job (1 copy). But you could be
presented with a page numbering problem if there is page numbering set up in
the header or footer of the sheet. Then of course you've got the remaining
task of deleting those 4 copies out of the workbook. Could be done with a
macro a couple of ways: actually replicating the sheet 4 times then printing
them as a group and then deleting the 4 extra copies; or, copying the active
range head-to-tail on the same sheet 4 times with a page break between each,
printing the one sheet, then deleting the added information and page breaks.
This last would have the disadvantage of more or less permanently making your
file larger because Excel will save the file as if those added rows of were
still there.