I assume you are using a package. The idea of a package is that the exported reports go to one destination. If you are sending to a printer then, it has gone to the printer - so that's your destination. I have noticed that they will print in the order in which I added the reports to the package.
When I wanted them to print in a specific order, then I broke the package up into individual schedules and set the schedule time so that the one I wanted first runs first, then the next and so on.