There is some uniqueness to the dedicated database/L4 setup - with 6.0.1 we introduced the authenticated reports, so the appliance has to act as a pass-through. I can't find a knowledge base article that I thought existed on this subject so I'd suggest filing a support case and I'll see if we can track down any other info.
For single appliance setups, you do have to configure the reporting app to authenticate with your credentials, but things should work after that...