Yes, it’s possible that something is wrong with their print stylesheet.
You can also create Web archives from Safari using EagleFiler’s system service. For example, use Select All and then press ⌘! (Command-Shift-1 on a US keyboard).
The bookmarklet is like the capture key in that EagleFiler will fetch the page from the server, so it won’t work for pages that don’t have permalinks or that require logging in.