Preliminary Monthly returns detail report returns "No data found"

A user has logged a problem whereby the Preliminary Monthly Returns Detail report" returns "no data found"

The steps are as follows:-

Select responsibility, then CIS Extended reports, then Monthly returns

Select the OU, enter period, select yes from both drop menus for Employee and subcontractor, but leave check boxes un-checked.

Click on continue

This returns data as expected.

Then select a "Preliminary" Monthly return mode", and confirm information is correct.  Click on Submit

This creates two concurrent requests, but when you view the concurrent requests and click on output - it opens up the PDF, but the PDF says "No data found", even though it's already pulled back the data,  This happens on both concurrent requests.