Simulated attacks do not appear to go through the normal delivery process (try an ordinary EXO message trace - there's nothing) so do not be surprised if some audit processes appear to fail.
As an MDO customer, definitely encourage the use of the Report Message add-in for Outlook. It will take the load off your service desk in simulated campaigns as well as improving ZAP times for real threats.
The problem with the add-in is that it handles the user statement "this mail is bad" rather that the user question "is this mail bad?" If your simulation is any good, you will get users calling in. You need to record those queries as part of your response rate (which you must measure) and prepare your service desk to answer without exposing the simulation.
I do my post-campaign reports off-tenancy in Excel. A commandlet to simply dump the results of a simulation direct to CSV would save some of the drudgery; we can hope.