If you have installed CALs on your RD Licensing server, but the report shows that the CALs are not being issued, this is probably because you haven’t created a group policy to tell the terminal server what licensing mode to use.
To fix this, apply the Set the remote desktop licensing mode group policy located under Computer Configuration -> Administrative Templates -> Windows Components -> Remote Desktop Services -> Remote Desktop Session Host -> Licensing. Set the licensing mode to match the type of CALs you have (probably User CALs).