You used to be able to do so, but that was back when the animations were much simpler, and each animation step was distinct with no overlap between them so there were distinct points that could be printed.

With the current versions, the timeline could be very complicated, with multiple animations overlapping each other at different points, without any way to distinguish which points in the timeline to print. It would be nice to be able to define these 'key frame' points in the advanced timeline screen, but that might make things too complicated for Microsoft's target audience.

What I do in this case is turn off the shapes in the Selection Pane (PC only from what I have heard) and print each animated section separately. A real pain, but the only way to deal with this that I have found. Alternately, you could separate the slide into a separate slide for each point in your timeline that you need printed.