Reports not generating/emailing

In the analytics section there is a button to download report. If the data set is small the download works fine. If there is a lot of data then it pops up a toaster message saying the report will be emailed but the report is never emailed.

To investigate what was going on I recreated the API request with cookies and nonce. This is payload I sent:

{
    "report_args": {
        "interval": "day",
        "orderby": "date",
        "order": "desc",
        "page": 1,
        "per_page": 25,
        "after": "2020-01-01T00:00:00",
        "before": "2020-04-02T23:59:59"
    },
    "email": true
}

I received this response:

{
    "status": "success",
    "message": "Your report file is being generated.",
    "_links": {
        "status": [
            {
                "href": "https://localhost/wp-json/wc-analytics/reports/revenue/export/15858535098953/status"
            }
        ]
    }
}

So then I queried the status link to see how progress was going and it always returns this:

{
    "percent_complete": 0,
    "_links": {
        "self": [
            {
                "href": "https://localhost/wp-json/wc-analytics/reports/revenue/export/15858535098953/status"
            }
        ]
    }
}

So the report never generates and the email never gets sent. Also in the logs there are no errors or warnings.

Why is report not generating?