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This is most probably a result of not using the default header that comes with the table, but instead adding a row outside the detail group and use it as your header.

Unfortunatly I have not found a way to declar a row as the table header using the designer, the only working option that I have found so far for the RDLC report is via the XML editor as follows:

Open up the the RDLC file in the xml editor (right click on the file in VS and select "Open With.." and then "XML Editor")

Search for the entry <Tablix Name="your table name"> (if you have only one table you can emit this step)

Search for the entry (before the closing </tablix> for the table) 
<TablixRowHierarchy>
  <TablixMembers>
  
In the first <TablixMember> node (if your headers are on the first row in the table) add the following entry "<RepeatOnNewPage>true</RepeatOnNewPage>", so the entry will generally look like this:
<TablixMember>
   <KeepWithGroup>After</KeepWithGroup>
   <RepeatOnNewPage>true</RepeatOnNewPage>
   <KeepTogether>true</KeepTogether>
</TablixMember>