We had this exact issue when we upgraded to WF8 and after a lot of extensive testing and research we ended up logging and issue and the response was that the issues are related to anonymous drill down in excel (I think it's also the same with PDF). IBI stated they could not allow this to happen due to security concerns.
In WF8 there is a new Anonymous User setting in the Administration Console. To test, I put in my Admin User ID and Password and now it works. I E-Mailed the report to someone else with no IBI ID and they can also now click on it and drill down as well.
Once we proved the issue, we created a new User ID (example Drill) and made this the anonymous user and gave that user access to a "Drill Down Folder" in managed reporting (just that folder) and put all our reports which are drilled into in this folder.
I will advise you the same as IBI advised me "You should test this thoroughly because these settings also apply to unauthenticated users as well. You might have opened your environment to anyone who has a url."
We've never had any problems since and in some ways it's nice to have all our drilled into reports in a centralized folder like this.
WF 81.5, Windows7
AS/400 Database.
All Outputs