The TNG reports is in 'html' format. The report is attached as 'html'. If your mailserver strips 'html' attachments then you will not receive these reports.
For scheduled reports TNG only has the html format option.
Also see: TNG and scheduled reports/archiving reports
When you view a report in TNG it is also in html format, you can print the report to PDF printer and then e-mail the PDF file if required.
If you require the PDF format you can look at TES (TNG Enterprise). TES is focused on Management and Consolidation Reports. TNG runs at the various branches and sends it call data to TES.