A family of Microsoft spreadsheet software with tools for analyzing, charting, and communicating data.
Make sure you have only 1 sheet selected, then in the Print dialog confirm that Active Sheets is indicated. Just to clarify, each sheet has to be done individually... There is no built-in provision for outputting multiple sheets as separate PDFs in a single pass. That would require a VBA or Apple Script procedure to automate the process.
If you search the Community there are several conversations which provide automated solutions, such as Saving Excel Worksheets as separate PDF Files