I solved my problem.
Here how:
#Before:
$ADMIN->add(
'reports',
new admin_externalpage(
'reportlinkname',
get_string('reportlinkname', 'report_ncmusergrades'),
new moodle_url('/report/ncmusergrades/index.php'),
);
#After:
$ADMIN->add(
'reports',
new admin_externalpage(
'reportlinkname',
get_string('reportlinkname', 'report_ncmusergrades'),
new moodle_url('/report/ncmusergrades/index.php'),
'report/ncmusergrades:use'));
I added the capabilities when I create the link to the report.
Hope it will help someone else!