Prioritization Report - Allow more than one level of record structure

On the feature prioritization report, under the “edit columns” option, when I select “+ Add records related to this epic” it returns a blank list. I’d like to add initiatives to this list.

This is needed when Epics are linked to Initiatives, but not Features. We need to pull in Initiative data, but can't add Epics to the report structure to pick up the link to Initiatives.

We would have expected this to work as it does with other Roadmaps and Reports where you can add related records more that one level.