When you're in the milestones view of a report, it shows an elaborate breakdown of tasks, milestones, and completion %'s (along with the start and end dates) - shown in first screenshot. But when you send out the report as PDF (or any other method), it only shows the project name, owner, start on/due on, and completion %) - shown in 2nd screenshot.
We use milestones for every project and being able to share a report showing these would be very effective.

