Hi Urmas,
I discovered the same issue with the Status Report - Copy action. Yes, it would be reasonable in my view to narrow the Status Reports records retrieved by default to only those that are associated with the given Investment, perhaps with the option to show all.
As a work-around, I have suggested to my users to embed the name of the Investment and the Date in the Status Report Name. When creating the new SR, they would copy the name of the last, finalized SR to their buffer, create a new SR, paste the buffered text in the Name, adjust the SR Name to reflect the new Date, Save, click the Action->Copy funtion, and then paste the buffered text a second time into the SR Name field to locate that relevant Status Report unambiguously.
'I believe' that the modification required would be to pass the Investment ID to the page that displays the list of existing Status Reports. I havent yet located the proper page/object, but I can keep you posted when I do.