C1Report ignores Page Header and Page Footer sections in subreports. Instead, it uses the Page Header and Page Footer sections defined in the main report. This is the same behavior as in Microsoft Access.
In many cases, however, you would like your subreports to include header information across page breaks. To do this, place the headers in a Group Header section and set the section's Repeat property to True. If your subreport doesn't have any groups, add an empty one.