I figured out why - and instead of just posting about the workaround... I thought I'd take a moment and post on the process I used to determine the how and the why:
When you run the "Exchange Configuration Report" per the guide, you are supposed to add objects of type "Exchange 2003 Role". Well, if you do this - the reports will never return any data.
So - to try and look at the SQL code... I went to the RDL file in the reporting website.... http://reportingservername/reports
I browsed over to the report - which I found at: Home > Microsoft.Exchange.Server.2003.Monitoring > Report.Exchange.ExchangeServerConfiguration. Select the "Properties" link.... and normally there would be an "Edit" button here... where I could download the RDL (report definition) file.... but instead - I see this is a linked report:
Aha! It is linked to: /Microsoft.SystemCenter.DataWarehouse.Report.Library/Microsoft.SystemCenter.DataWarehouse.Report.CustomConfiguration
Microsoft.SystemCenter.DataWarehouse.Report.Library is the Generic Report library.... so off I go looking for a generic report.
So - I simply run this report.... and immediately I can see something different... I am now offered a new parameter area... called Report Fields. So, I add the Exchange 2003 Roles instance to the report as an object.... and now I can pick and choose from a whole list of discovered attribute data.... and customize the order I want it to show up in:
Here I am running the report for the same object... and now I get to pick the cool things I want to see:
Now.... if I want to run this report in the future... and add more servers, etc... I simply save it to my favorites. Then - on future runs of the report, I can drop the parameter header back down and make any changes I want.