I had the SAME issue. The reason is SIMPLE, don't know why this has to be like this and its NOT showing on Lynda's tutorials.
- Open - Photoshop (make sure you are working the original file with all the layers, NOT flatten.)
- Click on the menu - Window
- Select - ¨Layer Comps¨ Also open¨Layers¨
- Now On the Layers Panel you opened display the 1st page you would like to have as the PDF file.
- On the Layer Comps, click on ¨Create New Layer Comp¨ (you can also rename the layer name, I best is to number it)
- Repeat step 4, but instead of display the 1st page, display the 2nd
- Now Repeat Step 5
- Once you do this a few times until you reach the actual amount of X pages, Go to ¨File > Scrips > Layers Comps to PDF
- On the Browse button, select place where you would like to save the PDF and make sure you name you file, then Click Run Button
- Open the location where you saved your PDF. Your file should be there!
GOOD LUCK!