What you describe is not so much an issue as "that's the way it works". Said another way, "That's not a bug, that's a feature!" :-) I will explain.
When you "Open Remote…", the client session starts with Page Setup and print settings inherited from the host session (for peer-to-peer, which is what you're doing) or from the last single-user session (if the file is hosted on FileMaker Server). The same applies to Global fields, window sizes and positions, and probably other things I have forgotten about. It's analogous to the way that any MS Word documents I receive in email from my boss are set to view at 200% - he has a 27" iMac (high pixel density) and sits a long way from it, so he needs things to be BIG on the screen.
The way you deal with it on the printing front could be to create a script that has a Print Setup step in it that sets it to portrait etc. You can have a condition that checks whether the session is the host or the guest, and only run it for guests. You then set that script to run on file open (File menu->File Options…).