User Can Access Report under Business Insights but NOT under Custom Report Section

I created a report using Business Insights wizard, through which I added it to the Custom Reports section in the SO module and gave access to the certain roles.

Our users can run the report when accessing under Business Insights module but get an error "You are not authorized to run this program" when trying to access the same report through the Custom Reports section of the SO module.

I checked their role setting and those roles have full access to Business Insights tasks and also access to the specific report in the Reports/Forms section of SO.  

Users have logged out and logged back in and still receive the error message.

I am able to run from either place, but I have admin rights.

Am I missing something with their role security settings?