Initially I thought I was seeing the same bug but now it seems to be working.
Can you post a screen shot of the preference window with fiscal year setting and the edit window for one of the affected reports?
Downloaded, installed and working fine. I'm well pleased; I had to go through a song and dance with Excel to see fiscal years side-by-side but now they're quickly available in Moneydance (complete with drill-down!) and much easier to analyse in Excel too. Thanks Sean, and thanks to you Derek for facilitating this quick debugging.