Currently, if the assigned to the report data source returns zero records, only the page and report header/footer sections are rendered. We will change this in consecutive releases, and will render static group sections as well (groups without applied grouping expression).
For the time being,you can display "No Data" mesage in the ReportHeaderSection, and hide it if the number of records for the report is greater than zero. For the purpose you can use an expression as the following to bind the TextBox item's Visible property:
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