I have the same issue with my 9800, since v1 in fact, and I'm print 30" and larger. However, I don't always see the gray window in LR, it just shows up in the print job. A good way to check for this is seeing a print file in the queue that is kilobytes in size rather than megabytes. Clear the job in the printer. Reboot the computer, only run LR, and then run the print in LR first before doing other work, that does the trick.
-Pete