I am using the 2020 version and I also have the same problem. Even after making changes in printer setup (Adobe PDF, Microsoft print to pdf), it still gives me a paper print out. 

Surprisingly when I use Microsoft print to pdf (as suggested in https://knowledge.autodesk.com/search-result/caas/sfdcarticles/sfdcarticles/How-to-export-reports-as...) it gives me an option to save as pdf but it also prints on paper.