Add SSRS to my SQL Server Managed Instance

SQL Managed Instance is the database engine only, it doesn't run the SSRS service itself, so there's no "report role" to enable on the MI side. SSRS needs its own host. The two integrate cleanly, though, and you have two paths:

Option 1 - Run SSRS against the Managed Instance

Stand up SSRS on a separate Windows VM (Azure VM or on-prem), then point it at the Managed Instance:

• The SSRS catalog databases can live on the Managed Instance - natively supported since SSRS 2019. The report server engine itself runs on the VM, not on MI.
• Connect using SQL Server authentication - MI doesn't support Windows auth, and SSRS doesn't support Entra ID (Azure AD) auth, so a stored SQL login is the only option here.
• Make sure the VM has network line-of-sight to the MI: VNet peering or a VPN gateway between the VM's VNet and the MI's VNet, with the required ports open. This is the step people most often get stuck on.
• Configure it through Report Server Configuration Manager - point the server name at your MI, choose SQL Server Account authentication, and select the ReportServer database.

Your report data sources then query the Managed Instance like any other SQL Server target.

Option 2 - Power BI Paginated Reports

If you'd rather not maintain a VM, migrate your .rdl reports to Power BI paginated reports (Premium or Fabric capacity). As mentioned by @Bruce (SqlWork.com) Migration guidance: https://learn.microsoft.com/en-us/power-bi/guidance/migrate-ssrs-reports-to-power-bi

Azure SQL Server Managed Instances don't directly support SSRS as it's been retired (SQL Server 2022 was the last to support SSRS). You have two options:

• You can host a seperate SqlServer 2022 instance & SSRS on a virtual machine and run the reports from there.
• You can migrate the reports to Power BI Premium Service.
  https://learn.microsoft.com/en-us/power-bi/guidance/migrate-ssrs-reports-to-power-bi