The way meta works is that the main course, the meta course, should contain all the activities and resources including the completion statuses for all users. The other courses should be simply providing the enrollment information that syncs to the main course. You don't normally enroll users in the main meta course directly: that's what the children are for. (That's the basic scenario; there are variations.)
So, running the report should do just that: give you completion for that main, meta course. So it is working properly.
So if you enroled everyone in the meta course but not in any of the 20 child courses, then there was no point in making it a meta course because it has its own enrolments directly and not via synching from the child courses.
You are not going to get an activity completion report in one course to know about anything in other courses. You'd have to do a custom report in something like Configurable reports to do that.