Solution:
Excel prints in individual print jobs if the print quality differs from one sheet to the next. As soon as the print quality is the same, all sheets are printed as one print job.

Manually:
Select the sheets and in the print setup press OK. This sets the same print quality for all selected sheets. It also sets all other setup options.

Using VBA:
It’s relatively easy to set the print quality for all sheets in a workbook. The following code example copies the print quality of the first sheet to all in the workbook.

''
' Printing sheets is only about the PrintQuality Settings !
Public Sub setCommonPrintQuality()

    Dim ws As Worksheet
    Dim firstPrintquality

    Dim isfirst As Boolean
    isfirst = True

    For Each ws In ActiveWorkbook.Worksheets
        With ws.PageSetup
            If isfirst Then
                firstPrintquality = .PrintQuality
                isfirst = False
            Else
                .PrintQuality = firstPrintquality
            End If
        End With
    Next
End Sub

The manual solution is also found at:
http://www.novapdf.com/kb/printing-an-entire-excel-workbook-to-a-single-pdf-file-135.html