Have you eliminated any simple issues such as incorrect filenames in the report section? For instance, does your job log (from the one that exposes the report artifact) show up the file, as expected per the docs?
Another thing that may be relevant (I haven’t verified it though) is that the integration likely only works for attached pipelines, but your screenshot shows the associated pipeline as a detached type. Does the report show up if you trigger regular pipelines on the merge request?