It might be because I have no idea and please correct me if I am wrong. I thought a SP when executed by SQL agent uses the owner ID. If that is a domain account, it should be able to cross servers and capture data from both. However, if the account is local only to the SQL server, that it will not be able to connect to another server to gather data.

The only reason I say this, is that on an older 2000 box with some old jobs i have, they will run if I am logged in to it and manually run it, but won't run on a schedule. I ended up recreating the task in SSRS and it runs. I know enough SQL to be very dangerous, but trying to enhance my knowledge.