A header prints on every page. A title header prints only on the first page. You can use preview mode as a simple way to check and see how each layout part affects what you will get when you print from that layout.
Interestingly, similar to Title Header, Title Footer also appear on the first page (bottom part) NOT the last page.
If you really want to print something only at the end of the report, use Trailing Grand Summary will solve the problem.