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My impression (no pun intended!) of the situation is that only keywords with impressions can be included in reports at present, but that this functionality may be added.
This turns out to be correct. It can't be achieved in reports at present, but is on the map for the future.
Anticipating the next question, I'm sorry to say that I don't have a time frame as to when this functionality will be added. Sorry.
Is this still unavailable? Because at the moment I can't display keywords with 0 impressions, which seems stupid if I want a report on the success of my whole campaign! Does anyone have any advice?