I had this happen to me too! It looks as if the printer just doesn't 'see' the page number. Is it your whole footer that doesn't print though, or just the page number?

I'm not entirely sure what causes it, but I found that restarting Word and re-opening the document solved the problem. Closing the document and re-opening wasn't sufficient, but restarting word was.
It seemed to make word 'wake up' to the fact that there were page numbers there.

Hope that helps!