Hi:
I do remember that there were some changes to PROC REPORT between 8.2 and 9 that altered where you could change cell values (COMPUTE AFTER versus COMPUTE varname). You might have stumbled onto one of those instances. Without seeing more of your code, it is hard to comment.
You might want to work with Tech Support on this question ,as they could replicate your results on the relevant operating systems and tell you whether the behavior is a bug or one of the differences.