Actually I did find a solution. Someone from the adobe users forum was able to shed some light on it. It’s a bit of a quirk it seems with that version.
Basically, before I could use the “create pdf from multiple files” option, I had to use the “create from web page option” and basically create a dummy pdf. During that process, there is a checkbox option that let’s you turn off the headers/footers on the page.

For some reason, you can’t just check that and then use the multiple files option, you have to go through the whole create from web page process. Once you do that, the setting “sticks” and you can then go through the “create from multiple files option” and voila…no stupid headers/footers (of course, you then have to go back and delete the dummy pdf you created earlier).

A bit of a PITA, but it works.