Pop up menus have a different built in style that many have asked FileMaker Inc to either remove or make a developer controllable option in future releases...
You can hide the "block" look to your pop up menus by specifying 0 width borders. You can then place objects behind or around the field to produce what looks like a field border for your pop up menu fields. (A button or empty field with behavior settings that deny access can be put behind the field to produce the drop shadow look.
Or you can use a separate layout for printing where you remove the pop up menu format and leave the fields as edit boxes. A "print" script can switch layouts to print the report and then return to the data entry copy of the layout without the user even knowing that this layout change took place.