Could be a lot of reasons. How much slower is it on the report server? How complex is the display of the report (lots of objects, formatting?)? Are you simply displaying the data or are performing aggregation, showing charts? Perhaps you're using a Matrix? Is SSRS on the same server as the data engine?
We need some more specific information here first before we can offer some proper incite here. Give us as much detail as you can and hopefully we might be able to offer more reasons.
Excuse my typos and sometimes awful grammar. My fingers work faster than my brain does.