Current version of the XPS Annotator (version 1.22) will not allow you to print specific pages, you must print the entire document, this is XPS Annotator 1.22 limitation.
In the upcoming release, this problem should be resolved. It has been more than a year I did not update my software to a newer version, why? I never received a complaint that there is an error in the XPS Annotator, so could be considered if it has been very stable.
I will release a new version if there is an error fixes and feature additions. For a reminder if XPS Annotator has reached 50K of downloads on CNET.