Excel doesn't print all active sheets to PDF
I have used your example file to successfully duplicate the problem and I did find a solution.
The problem with this spreadsheet is that you have mixed orientations : Some sheets have the Landscape orientation while others are in Portrait. While printing, Excel forces you to specify one orientation and this does not work, for two reasons:
Printing in Landscape Orientation will print all the selected sheets, but everything will be in Landscape Orientation, even the sheets marked as Portrait.
Printing in Portrait Orientation will stop upon reaching sheet "Sheet2 (6)" which is too wide to print in Portrait orientation. Reducing the column-widths in "Sheet2 (6)" can let it print in Portrait Orientation, except that some columns will be truncated.
Excel simply does not let you print in mixed orientation, which I believe is an oversight of its developers, not adding an option for this case.
The way to generate a PDF file with variable Orientation is not to use a PDF printer. Use instead the ribbon File > Save As and save the selected sheets in PDF format. This will save the sheets, each with its own correct orientation.