Sorry I haven't replied sooner.
My experience is that the Print d.b. appears for every document you batch print and that the page setup / print record is respected for the individual documents.
My test with Finale 2004b in 10.3.3:
file 1: Legal size paper Portrait orientation
file 2: Hymn size paper Portrait orientation
file 3: Letter size paper Landscape orientation
batch process folder
I was prompted for each file with the Print d.b., the printer request legal size paper appropriately and oriented the page properly on printout.
I have logged the FS feature request to control Page Setup.