The canned reports available at the Services/Reports perspective are all but one available for downloading at the Report perspective: the Security report is missed.
The Security canned report is not shown on the Download list at the Report perspective - why?
You do not see the Security report at the Report perspective because it is deliberately not exposed to users as they might know the tables/columns information by using the report copy, and so to prevent a possibility of the DE security violation.
However a user with the ADMIN (Allow) permission can run the Security canned report from the Services/Reports perspective.