I know that this thread is old, but I stumbled upon it from google, so I imagine someone else will too. Agtover's answer is a good one, but it leaves out an important step. You don't need to just select all sheets. After you select all sheets, you also need to modify the page setup in some way. This is what forces all sheets into the same page setup, which allows them to print on the same pdf.
this page created by Helen Bradley and linked by agtover in their solution has the full instructions. In summary:
- Select all worksheets (right-click in any worksheet tab and click "Select All Sheets")
- Modify page setup in some way. An easy thing to do is to change the scaling % by 1%. You can then change it back.
- Print to PDF
I would have posted this as a comment to agtover's answer, but I do not have enough reputation to comment