I don't think this is a Lightroom issue, but it is a Windows issue.
No, it IS a Lightroom issue, the problem isn't dependent on OS.
Simply put; you can only jpg create output larger than maximum of your printer if you use the custom package option.
Just another example of LR not being quite
as well thought out as it could be*. A better solution would be to have that option on all print job dialogues when printing to jpg is selected.
*That's not a major criticism, but when so much is so good, unintuitive bumps like this intrude somewhat.