I have the same issue with reports generated for Writer, having upgraded from LO v5.1.3 to v22.214.171.124 Build 20m0(Build:2) on OpenSuse 13.2, release supplied by SUSE. Report Builder appears to be more stable in this release, but this irritating new issue has arisen.
Page headers & footers are in fact created but they are not visible in the report document. You need to set Format → Page → Header/Footer → Autofit height in each report document, whereupon the headers & footers magically appear.
I have a simple test database (8KB) which demonstrates this behaviour but I can’t see how to upload it here.
Presumably there is a setting to enable this by default - it’s tedious to have to do it for each report - but I can’t find it. Setting this in the Normal template does not solve the issue. Does anybody know where the setting is? Or is this a bug?