A newly created subreport cannot be added to the m_ReportDetails section of a higher level report
When creating the master report, do not specify a primary relationship.
When a primary relationship is not selected for a report, the report is considered a “site” report. Only values for the site such as address, default values, rules, or approvals can be included on a site report. Any details, other than site details, are to be brought in via Sub Reports in the Report Details section.
When a primary relationship is selected for a report, only the join paths for the selected class are available to include in the report. As such, the report’s attributes are constrained by attributes and relationships defined in the primary relationship class.
APM Help: APM User's Guide/Reports section.