>As I suspected the NEXT 1 is what causes the problem. That is, VFP "executes" this command "NETX 1" not only for the cursor used for detail 1 band but for any other detail band. Therefore, only one record is printed for every cursor and every band. I changed the REPORT FORM not to use NEXT 1 and all seem to work fine.

It goes way back. See mskb #140489.