They changed the way the print buttons worked from about LR5, and it's been like it since then.
"Page Setup..." just does settings
"Printer..." allows you to do settings, then it prints
"Print" just prints - no settings window first.
I'm not sure if it's a bug, or just misleading labels on the buttons. Page 42 in the help pdf file (version "6/14/2014") implies that "Printer..." shouldn't then print, but if not, it would be the same as "Page Setup..." and there would be no point in it, so I think it's probably meant to work that way.