On the list, pivot, chart and custom roadmap query builder, the lines showing the relationships between records in the hierarchy are so faint that users rarely register them. This makes it hard for new users to see or understand the significance of the data relationships when creating a report. The result is frustrated users and confusion as to why they don't get what they expect.
There may be other UX issues around that screen which make it hard for users to build good reports too. Of the huge number of people I've seen try to use that screen, few are quickly able to get to grips with it. However, a small change to make the lines between records darker, more visible and therefore, more impactful would certainly be a big help.