Microsoft Print to PDF changed?

I used to select combine multiple JPEG files into single PDF file using Microsoft Print to PDF but it no longer seems to be working.
What I normally did was selecting multiple files, then right-click > Microsoft Print to PDF. After doing that, a WIndow would open up with the all printing options, and then it would simply make all the selected files into a single PDF file in the order of selection.

Now whenever I try to do that, it simply opens up a saving dialog window for each file and saves it to separate PDF files.
Anyone knows if there's a solution, or Microsoft simply changed it for worse?

Thanks

Thank you, but that didn't help

Nope, that didn't help either, and I also searched here and online and someone else had that problem on the Microsoft Community answers site... But no one helped him either. I just hate those Windows bugs that have no solutions :'(! so annoying