Subreports don't have pages. The main report has pages, so the Page Header
and Page Footer of the main report are used, even where the subreport flows
over onto multiple pages.
If you want to simulate a page header in the subreport, you can simulate it
with a repeating group header:
1. Add a field to the subreport's query that is always the same.
For example, type this into the Field row in query design view:
AlwaysFalse: False
2. Open the subreport in design view.
Open the Sorting and Grouping dialog (View menu.)
Choose the AlwaysFalse field
In the lower pane of the dialog set Group Header to True.
In the Properties box, set the Repeat Section to Yes for this group header.
The group header will now appear at the top of the subreport, and repeat for
each page in the subreport.