current Jenkins version cannot display the HTML report because of Content Security Policy.

https://wiki.jenkins-ci.org/display/JENKINS/Configuring+Content+Security+Policy

The policy bans JS, CSS, etc, affecting a lot of report plugin. Currently the workaround is to disable this Content Security Policy in Jenkins script console by executing this script:
System.setProperty("hudson.model.DirectoryBrowserSupport.CSP", "")

The Jenkins script console can be accessed from the "manage Jenkins" link, typically at your http://server/jenkins/script.
You can see the https://wiki.jenkins-ci.org/display/JENKINS/Jenkins%20Script%20Console for details about Jenkins script console.

About the issue -
It’s due to use of Iframes, Inline JS, inline CSS and other minor issues that lead to our reports being blocked on Jenkins.

Current solution (workaround for LR and UFT) –
published on the plugin page on jenkins.io - https://wiki.jenkins-ci.org/display/JENKINS/HP+Application+Automation+Tools#HPApplicationAutomationTools-ContentSecurityPolicyHeader

Long term solution –
• on LR side were working on two solutions –
1. Planned new LR report for 14.00.
2. New JS reporting engine to present a jenkins made report for LR.
• On overall plugin side – no overall solution is possible due to difference in reports.