It is acting exactly as described. If you print pages 3-5 you will find that you get three pages from your printer, and the one between pages 3 and 5 will be blank.

Sections / Headers and Footers in Microsoft Word 2007-2013

This behavior is disconcerting, I know. It is intended for printing on both sides of the page. There are work-arounds to give you a page number (or header/footer) on page 4 if you need it.