(It looks like you’ve found out, but I’ll add my reply anyway)
For whatever reason, when you have Microsoft Print to PDF selected in Print Setup…
Neither the Current View or Scenes boxes are checked in Print Preview, and Checking and modifying scenes has no impact on the output. As you found out…
Try this. Go back to Print Setup and select the OneNote option from the dropdown, click ok.
Now go back to Print Preview and you will see The Current View checked and Scene no. avaialble…
From the dropdown choose Microsoft Print to PDF and you still have the options available. The scenes are printed to PDF as per the selection.