You are correct
Batch printing of FGS reports is not supported in versions 2008 on.
I guess it never made it from version 16.
You could Share the FGS reports as PDF files then depending if you have a version of Acrobat or other PDF creator that you to combine PDF files, (Acrobat can do this), you could then batch print them.
Not sure if it is worth the trouble?
You should send an enhancement request into Ancestry.com