The context menu on the Reports main tab are not currently configured.
You can define context menu(s) of this main tab in Shell4_TabItems.xml file, GN4ShellConfiguration > GN4ShellMenus > Menuset Name="ReportMainTab" > ContextMenu.
All context menus (by main tab)
Articles, Collections, Contacts, Editions, Media Galleries, Pages, Planning, Publishing, Reports, Shell, Start, Tracking, TrashCan
See also
See also Creating a context menu for results.