The Report on selection criteria for this report allows you to specify whether the report output should include:

Note that the default value for this option will be the most restrictive relationship a user may have in an effort to prevent users from accidentally running a report for all projects.  That is, if a user has a Project role, then My Primary Projects will be the default option.  

For those users having an Administrator or P&R Administrator role, the default value will be All Projects I can see.