Resource allocation reporting has a different default when run from within a project as opposed to being run from the global reports interface. The difference in the report filtering is as follows.
From within a project it filters to show only those resources on the current project, as opposed to all resources for a global report.
From within a project it automatically includes the current project if the current project is in the Planning state, along with all of the Active state projects. A global report defaults to include only those projects in the Active state.