Cause:
This report will not show data for tasks that do not have any time entries if the Approval Status filter is enabled.
The filter Approval Status will generate a query to check the tasks against which time has an Approval Status. Since these tasks do not have any time entries they will not be associated with any of the Approval Status, hence the report will not generate any data.

Resolution:
You can remove the filter Approval Status so that the report will show all the data including, for tasks that do not have time entries.