No data appears in the email performance report (configured for a specific time frame) even though emails have been sent to the leads.
The reason why the leads who were sent the email do not appear in the email performance report configured for a specific time frame is because "The Sent Date filter is based on the first date that the email was sent.". Email performance reports only show data for the first time an email was sent.
If the first time the leads that were sent an email falls outside of the specified time frame in the email performance report, the report will not show any results for those leads.
Apart from that, it is also worth to check if the email performance report has any additional smart list filters that the leads may not qualify for.