The behaviour is intentional, but the documentation could make this clearer. If you look at the first paragraph in the test discovery section, it says:
For a project’s tests to be compatible with test discovery they must all be importable from the top level directory of the project (in other words, they must all be in Python packages).
A corollary to that is that the file names must also be valid Python module names. test-report.py fails that test, since test-report is not a legal Python identifier.
A docs bug suggesting that this be mentioned explicitly in the documentation for the -p pattern option would probably be a good way forward.