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You are most likely printing with the borderless option. If so, don't do that.
If your design requires bleed and you do not have oversized media on which to print (and later trim to size), use the borderless option but with the 'Retain Size' option under Expansion. In this case, you must manually make your art extend past the print borders. From the 3800 manual:
Retain Size - Select this setting if you do not want to change the ratio of your print data.
When you select this setting, you need to enlarge your image data to exceed the paper width and height, to avoid unprinted areas appearing along all four edges. Enlarge your images by 0.20 in. (5 mm) in all four directions in your application.
Thanks for a rapid and accurate answer. The borderless option was indeed the culprit.
Your reply was also very useful in alerting me to the existence of the 'Retain Size' option under Expansion. I'd never seen that before, despite owning my Epson 3800 for over two years! Of course, I could have read the manual ....
The human brain is a puzzling thing. I don't think I'm stupid but I'd always ruled out the use of full bleed items in any of my amateur graphic design work as I didn't fancy printing everything on A3 just to cut it down to A4 (I use folded A4 to create an A5 brochure). I totally forgot my inkjet printer's capability to make borderless photographic prints. It's as if my brain was divided into a graphic arts compartment and a photographic compartment.
Quite by accident, your comments have made both halves of my brain talk to one another and now my cover design benefits from the use of full bleed. I can't thank you enough!