A few things:
1) Make sure you are running the latest version of the R80.40 SmartConsole software as it doesn't notify you of available updates in that version
2) Anything interesting logged to $FWDIR/log/rtmd.elg or $FWDIR/log/cpstat_monitor.elg on the gateway when you try to run that report?
3) Wonky behavior by the SmartConsole can sometimes be fixed by clearing its local settings/cache: sk177134: SmartConsole shows "Unable to load page" when attempting to view a policy package
4) That report data is sent on TCP/18202 I believe, make sure that port is not being blocked somewhere (ACL, local firewall software).
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