Hello N.W.
As Biju John describes, by default there is no option to open Management Reporter reports directly in AX.
However, I have made a blog post on how you can set Management Reporter to automatically generate reports to Enterprise Portal, and link to those reports directly from AX Role Center. This way the user may access the latest reports directly from AX without launching Management Reporter. You may read the guide on how to do it here: 
I hope this helps!