There is a bug report: Bug 328982 - Cannot open report exported to .ppt in microsoft powerpoint 2010.
It has been marked as "won't fix". Microsoft changed the output format, however with more and more customers upgrading their office products, it seems like a major limitation if it is not to eventually support it. I would like to understand if there is a plan to eventually support this. If there is, what roadmap do you have in mind?