You are correct that the Projects by Resource Report only returns information for projects where the resource has scheduled hours for the time period. However, you are able to create more dynamic reports on this information via the Analysis application.
If you enter this application and create a new Scheduled V Actual Hrs By Project report, you are able to view resource information for time periods that have no scheduled hours for the resource. However, this report does not group by resource, so it is a good idea to include Order by Resource Then by Week to organize the data logically. You are also able to return Actual Hours and Scheduled Hours as columns without filtering on them, in addition to viewing Resource, Resource Pool, and Project information.
I hope this provides some insight as to how you can report on project resources with no scheduled hours. Please let us know if you would like further clarification or there is anything else we can do to help you.