Hi Tal, Sorry I must have missed this post.
The Invoice Report itself does not show details, such as Projects. As you probably know, you can use the "Auto Invoice" with the "Separate by Project" option to make sure all invoices have only the specific project.
If you need to get a report, then use the Reports tab and customize it as necessary. You can always turn on the CSV option for the Reports incase you need to import it into a spreadsheet program for further sorting. Hope that helps.