The header and footer blocks are removing in the theme Magento 2 Blank Theme MyStore\vendor\magento\theme-frontend-blank\Magento_Checkout\layout\checkout_index_index.xml.
To add footer in the checkout page you have to override this layout file. For overriding theme layout file, you have to copy checkout_index_index.xml file in the following path.
Mystore/mytheme/Magento_Checkout/layout/override/theme/Magento/blank/
Content for the layout file
<page xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" layout="1column" xsi:noNamespaceSchemaLocation="urn:magento:framework:View/Layout/etc/page_configuration.xsd">
<body>
<referenceBlock name="minicart" remove="true"/>
<referenceContainer name="header.panel" remove="true"/>
<referenceBlock name="top.search" remove="true"/>
<referenceBlock name="catalog.compare.link" remove="true"/>
<referenceBlock name="catalog.topnav" remove="true"/>
<!--<referenceContainer name="footer-container" remove="true"/>-->
</body>
</page>
