I'm not sure there is an easy way to do it. You're probably looking at some sort of Advanced SQL report based on a join between the dbo.Nodes table and the dbo.Volumes table, using the NodeID as your key.
My SQL is a little on the rusty side, and I've not had my morning coffee yet so I'm not going to attempt to create any SQL yet, but you may know someone who can take that advice and come up with something for you!
OK, coffee just about absorbed and the wonderful OUTER JOIN remembered. Give this a try...
SELECT DISTINCT Nodes.Caption
FROM Nodes LEFT JOIN Volumes ON Nodes.NodeID=Volumes.NodeID
WHERE (Volumes.Caption IS NULL) AND (Nodes.Vendor = 'Windows')
The (Nodes.Vendor = 'Windows') may want some tweaking. I use it to not display my Cisco routers and those deices which are "Unknown". You may want to change that.
The above can just be copied into a new Report using the Advanced SQL type.
(Only downside is it probably won't catch any server that has Physical or Virtual Memory monitored, but not filesystems.)