A few ideas...
1. Is there a continuous section break somewhere in the middle of the
first page of the table? If so, then Word considers the rows after the
section break to be a separate table, even though it may not look that
way on the screen.
2. Click on the the Show All (¶) button on the Standard toolbar. Do
you see a line/paragraph ending with ¶ somewhere on the first page or
two of your table that makes the rows non-contiguous?
3. If the table doesn't have merged cells or complex formatting, you
might consider converting the table to text, and then converting the
text back into a table. These options are in Table | Convert... If
there is a minor corruption in the table that is causing the heading
rows to not repeat, then converting the table to text and back should
remove the corruption.