As with most things in SQL Server, it's more of an art than a science.

Simple answer is, "it depends".

In most cases, where tempdb is handling relatively small objects where statistics aren't necessarily needed, then it makes sense to turn it off, as you can see a performance improvement, but from the info you mentioned above, I suspect you're going to need to leave them on.

An option in this scenario though, to help improve performance (if you have the hardware capacity to support it), is to use tempdb in RAM;

http://support.microsoft.com/kb/115050

You'll probably need some trial and error to see if some or all reports improve using both/either the tempdb in ram and auto-update/create stats, and to see whether any are impacted adversely.