You are correct that Functional Roles cannot be filtered on from a Projects and Requests report in the Analysis application. I apologize if this has caused any inconvenience.
If you feel that Functional Roles attribute should be included on that report, you can submit an enhancement request for review to add it. If it can't easily be added to that report, we can always also look into having our Professional Services group create a custom report source for you.
Please let me know if there is anything else I can do for you in regards to this question.