When actually printing a map using the "print map feature," the maps print without the category colors in the "map key." To reproduce easily, go to the "print map" page using Firefox, and select "print preview." from the drop down menu.
This is a long standing issue in both chrome and firefox, using a wide range of printers and "print to file" functions, tested in Ubuntu 11.10 - 12.04.
It is not an issue with the "create url" function, and one can take a screenshot as a workaround (but this is not ideal).