In RC15 no header is generated when compiling in pdf. The footer, however, is available.
I came here to say the same, except neither header nor footer works for me. I have changed nothing, and while I think it worked last week in RC14, it was definitely working a few weeks ago (RC13 or 14)
Update: I have tried Word97 and DOCX compiles. Both show the main body header and footer, but not on the facing pages. I do not use Word for printable compiles, so I do not know how this behavior varies from prior versions.
Sorry about this guys. We reproduced the bug and the fix will be available in the next update.
Meanwhile you can use the “Page Setup” button and select explicitly the page type.
If this does not fix the problem the other workaround is compile to DOCX/RTF and use another application to save as PDF.