The Status report shows the supervisor associated with the user's profile when the timesheet was generated. If a supervisor name does not show in the Supervisor column of the report, then there was no supervisor associated with that user when that timesheet was generated.

Note: If a timesheet is generated before a Supervisor is added to the users profile and later a Supervisor is added with effective date earlier than the date of timesheet generation,  the timesheet would still not be associated to the supervisor.