Custom Compliancy Report export to empty file

Whenever I create a custom compliancy report (under My Reports --> Create New Reports --> Report Type of "Compliance Report (for Windows Hosts Only)" and attempt to export the results to either a PDF or CSV file, the file that is created has a size of 0 bytes. There is data there to export, but nothing shows up.

If I select a Report Type of "Custom Reports with Event Filters" and select only Security data, I also only get a 0 byte result; however, if I select all events, it exports a very nice report, but with all information, including the security information it wouldn't export by itself.

Also, I'm confused as to what reports I should be able to export and what reports I should not be able to export. The best I can tell is that I can only export custom reports, is that correct?