Well, do you want the section to print only if the user has added it? Or do you want it to print regardless...? You see, that setting for the section is data source specific, not control specific. Some settings for controls have to do with the control itself (like formatting, or secondary data sources that provide information for a drop down list). Other settings affect the data source (like rules, validation, default values, and whether or not a node is included in the schema when the form is first created -- the "Include by default" setting). When you set a group to not be included by default, that affects the actual group, not the section control. This is why you are seeing this behavior.
One way around this would be to build your print view using expression boxes. The expression box can have a formula that uses one of the nodes in your 'optional' section. If the node doesn't exist, the expression box will simply be blank (just as the print view would have held a blank text box for that field). Make sense? Let me know if I haven't been clear enough or if you need more info....