Once a report has been requested you can wait for the results or navigate away and come back to the report using the Report Requests page
This can be accessed from the top navigation or when you are in a specific report by clicking Requests
Once opened it will show a list or previous report and their status, who requested them and when they were requested and completed.
Some users may have the full list of reports run by every user (admins) but other users may only see requests they have made. This is by design.
Some reports will take some time to run depending on the number Sites or Users in the tenant. This allows you to check back for the results at anytime.
Click the report type name to open the report and view the report