Make sure SCOM is collecting data for some time, because Data Warehouse will do the aggregation after a couple of hours and then days depending on level of aggregation.
I'm pretty much sure this report doesn't need Idle Pct, it uses CPU usage for Idle VMs calculation. Could you check that you are collecting usedPct for your VMs? Also you can try to set '0' as a parameter for other performance metric - in this case the report won't calculate them and we can isolate the issue to a specific metric which is not being collected in your environment. Also check that you have correct thresholds for CPU usage (this is a threshold to consider a VM Idle if usage is below this value for the specified amount of time)