What Run.GPS does when you create a training report is the following:
1) create the HTML report and store it under /SDCard/My Documents/Run.GPS/reports/
2) look in the Windows registry to find out which is the standard browser for the file based HTML protocol
3) start the browser application with the file URL of the report
Maybe there is some problem with the system standard browser for HTML?
One workaround: use File Explorer to browse the "reports" directory and open the report from there.