Yes, this is a huge problem for us as well that I've just noticed. I've spent hours making aliases that point to a Master SKU, but when I run the report, the Aliases are showing in the SKU Column of the report. This is not good at all.
Even just being able to export the "Fulfillment SKU" as a quick workaround would help. I'd have to go in and add fulfillment sku's for all of the product variations, but at least I'd have usable data.