Steps to reproduce:
1) In Outline right click on the top item (with the name of the report) and select Show Properties.
2) In Properties scroll to the bottom and click on the "Edit Page Format" button
3) Adjust the page height, then click Ok to save it.
Problem: page height does not change.
Workaround. Right click on an unfilled part of a band, and select Page Format ...
Adjust the height. Now it does the right thing and adjusts the page height.