Same problem here with Firefox 36 in Ubuntu 1404LTS.
I have no Page Setup option on the File menu.
Print Preview Page setup has no Headers + Footers options.
Print Options can change the Headers + Footers for the current print, but the
settings are not retained for subsequent print operations.
Forgot to mention: problem is same with Firefox in Safe Mode.
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https://bugs.launchpad.net/bugs/585378
Title:
Can't setup the print setup certain options of firefox. The Option for
Status changed to 'Confirmed' because the bug affects multiple users.
** Changed in: firefox (Ubuntu)
Status: New = Confirmed
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https://bugs.launchpad.net/bugs/585378
Title:
** Attachment added: Dependencies.txt
http://launchpadlibrarian.net/49074976/Dependencies.txt
** Attachment added: ExtensionSummary.txt
http://launchpadlibrarian.net/49074978/ExtensionSummary.txt
** Attachment added: profile_default_pluginreg.dat.txt