It worked when I based the report on this T-SQL statement:

SELECT field1,

field2,

field3,

field4,

field5,

COALESCE(Field1 + CHAR(10) + CHAR(13),'') + COALESCE(Field2 + CHAR(10) + CHAR(13),'') + COALESCE(Field3 + CHAR(10) + CHAR(13),'') + COALESCE(Field4 + CHAR(10) + CHAR(13),'') + COALESCE(Field5 + CHAR(10) + CHAR(13),'') AS Test

FROM dbo.tblWithNulls;

The field1...field5 stuff wasn't necessary - it was just so I could compare what was in each cell in the table to the final result.