I don't have a 4800 (I have the 2400), but is the correct black cartridge (Photo Black) installed? The printer will not let you choose a glossy/luster paper if the Matte Black cartridge is installed. I presume the printer considers semi-glossy as glossy.
When I choose roll paper, I can select which paper type I want.
As soon as I switch to sheet paper, I can only choose "Glossy paper" or "Semimatte Paper".
But my loaded sheet paper is Premium Semiglossy PhotoPaper and this option is grayed.
And yes, I have the normal K3 ink set with Photo Black installed.