As far as I can remember, this has been the behavior of Word: if you
print a document it sets the "file changed" flag. After some research,
this is because some Field Codes are reset due to repagination.
I navigated to Tools, Options, View, and selected the "Field codes" box, and
for "Field shading" I selected "Always". As far as I can tell, there are no
fields in the document. Given the nature of these documents, I wouldn't
expect any either.
Here are a couple of helpful pages demonstrating macros to do what you want:
http://support.microsoft.com/kb/211773/en-us Print all open documents
http://support.microsoft.com/kb/209810/en-us Print all documents in a