So, the big reason we don't do this today is that those exported reports tend to be so ginormous that it wouldn't really make sense to send them in email. This is a common request, though, so I think two things are happening: 1) people are refining their reports so that they ARE small enough, and 2) disk space is becoming cheaper.
We do have this workaround, but it doesn't actually embed the PDF, just tells you where to find it in the email: SolarWinds Knowledge Base :: Get a LEM email with the file path when LEM Reports exports a scheduled report
I'd bet there's some magic out there to make this happen, and at some point we'll hopefully get a chance to add it to LEM Reports directly. When you interactively run a report you can select a MAPI source, but that's because we can piggyback on the logged in user. Scheduled reports are a different challenge.