A user has multiple roles in the DLP Enforce Console.
In "Incidents > All Reports" he sees many saved reports with his name and the role he was logged on as when he saved the report.

Example:
<user name> - Admin
<user name> - Investigator

His "Admin" role has full permissions.
If he logs on under his "Admin" role, he cannot edit reports he saved under his other roles.

Reported on DLP 15.1, but is applicable to all versions.

To edit a save report you must log on to Enforce as the user role that created the report.
If you created a report while logged on as "<user name> - Investigator", you can only edit that report if you log on using the same role.
Even if your "Admin" role has full permissions, you will not be able to edit reports you created when logged on under any of your other roles.