A family of Microsoft word processing software products for creating web, email, and print documents.
That's working as designed. When you print, you should get only the "Final Version".
You can play around with this...
Go to File>Print...
Change "Copies and Pages" to "Microsoft Word"
Then change "Print What" to "Document showing markup".
It should then print whatever you are displaying. Get into "Tracking" on the Ribbon and change "Final Showing Markup" to "Original Showing Markup" and you will be able to see changes made, rather than end result.
Hope this helps