Issue

If permissions to the reports are granted, sharing settings to the folder are set, and it is not a matrix style report and users still see this error, it is likely that they have High assurance session required enabled in their Salesforce org under Access Policies.

Workaround

Disable the High assurance session required policy in Salesforce Setup > Customize > Reports and Dashboards > Access Policies. Use Conga Queries, which are unaffected by this Access Policy.