For me, the option to hide headers and footers only appears on normal webpages, but the headers appear if I open a PDF in orion. Since the option to hide isn't there, there is no way to remove them (as far as I can tell).
Easy way to see this is to compare the dialog options when you:
1) Go to kagi.com and print (options are there)
2) Open a PDF with Orion (options are not)