Hi @DeeDee ,
I can also reproduce this issue on my end. I didn't notice such scenario before, and I cannot find a MS article which explains this.
I'm afraid currently there is no fix for this scenario and there isn't any setting which affects this. The alternative way is that you can export the page to other file types like .mht. As per my test, the content under highlighted pen shows perfectly.
If you insist on .pdf file, you can go to File >> Feedback to report this scenario to Microsoft. Responsible suggestions/requests go directly to the MS development team for consideration.
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