Azure Privileged Authentication Administrator role is not listed in Azure Active Directory Roles and Members report and it doesn't even show as an option to add under report parameters.
Validate to confirm if any of your Azure AD users have this role assigned. If none of the users have it, then this might be the reason why the report does not show information for this particular role. If your accounts have this role, then run a new Azure AD discovery. Once the discovery is complete you should be able to see this role as an option to select in the report parameter section and once you run the report you should see data for this role in the report.
