We have the same complaint about the system. Hoping to hear that MOZ is planning to change this so that the custom monthly reports we set to run for us automatically will come in for the previous month on the first few days of the following month. Only having the report run every month on the day you set it up on is bonkers.
With the system being the way it is currently I have set a reminder to reset all monthly reports to run this month once I see that September data is showing. Currently there is no other work around that I am aware of.