The KPI related columns in the All Ideas Report are all derived from the Primary KPI, if they are empty it means there is no Primary KPI set for the Idea. As displayed on the Idea form.
The Primary KPI is the KPI that has the most impact on the Idea. There can be many KPIs that affect the benefits of the Idea (via the VDT), but the Primary KPI is the KPI that is the most critical to the idea.
The Primary KPI is set in the main section of the Idea Edit Form, as displayed below: