Ever since Microsoft released update KB3140768 back in March 2016 the built in system health report has been broken. The only way to generate the report again is to create a new user defined data collector set.

  1. Open performance monitor. Win + R type perfmon, hit enter.
  2. Right click the User Defined folder tree, click New Data Collector Set.
  3. Create from template.
  4. Select System Diagnostic template.
  5. Finish.

That data collector set is essentially the same as what is created with the perfmon /report command that has since been broken.