Visual report is not correct when a part is shown lightweight only. When you switch to show exact the result is correct.
E.g. Using the out of the box report provide in the ship structure application ..\NX11\NXSHIP\data\nxship_sizes.vpx
Lightweight faces are not supported for the Visual Reporting coloring. Switch the representation from Lightweight to Exact will enable correct coloring.
In NX 12 a warning will be raised and the option to switch to Exact representation.