Personalize Output Print based on the las row with data and Printer Setting

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You want to apply the print settings to each selected sheet, not to the active sheet (which is the Control Sheet):

Sub Print_Sheets()
    Dim i As Long, c As Long
    Dim SheetArray() As String

    Application.PrintCommunication = False

    With ActiveSheet.ListBoxSh
        For i = 0 To .ListCount - 1
            If .Selected(i) Then
                ReDim Preserve SheetArray(c)
                SheetArray(c) = .List(i)
                With Sheets(.List(i)).PageSetup
                     ' Set print area
                    .PrintArea = "$A$1:$M$50"
                    ' Set the header
                    .CenterHeader = "&A"
                    ' Set the margins
                    .LeftMargin = Application.InchesToPoints(0.25)
                    .RightMargin = Application.InchesToPoints(0.25)
                    .TopMargin = Application.InchesToPoints(0.75)
                    .BottomMargin = Application.InchesToPoints(0.75)
                    .HeaderMargin = Application.InchesToPoints(0.3)
                    .FooterMargin = Application.InchesToPoints(0.3)
                    ' Fit to one page wide
                    .Zoom = False
                    .FitToPagesWide = 1
                    .FitToPagesTall = 0
                    .Orientation = xlLandscape
                End With
                c = c + 1
            End If
        Next i
    End With

    Application.PrintCommunication = True
    Application.Dialogs(xlDialogPrinterSetup).Show
    Sheets(SheetArray).PrintPreview
    'If you'd like to print out
    'Sheets(SheetArray()).PrintOut
End Sub