To answer this question we have to first establish that there are two different types of reports in Prelude. There are the /RD reports, built with the SB+ ReportWriter, and then reports that are written in hand-coded BASIC. The ReportWriter has a series of features, which is why OUTPUT.REDIRECT allows output to screen, print, aux, CSV, DIF, etc. But the BASIC routines written by Epicor dont' support all this functionality. Hence the difference.
This isn't going to be something that's easy to change without a lot of effort. Each BASIC routine is completely standalone, compared to the SB+ ReportWriter reports that use a common infrastructure.