I just confirmed this behavior on Health Connect 2017.2.2.
I set up an HL7 Business Services to treat messages as individual HL7. See the Business Service setting Batch Handling of "Individual". I then passed in an HL7 with FHS and BHS headers, but no matching footers. This sample HL7 data generated separate HL7 objects within the application.
I then set up an HL7 Business Operation to write this object to a file. I confirmed that "Auto Batch Parent Segs" was unchecked. The resulting HL7 data was saved without any HL7 batch header information.
I hope this helps.