As you are referencing different Report Definitions and each Report Definition could be stored in a different classes however when referencing the drilldown report the smart prompt guides you to drill down to reports that are in your inheritance path.
In reference to your section statement you would not always have to drill down from parent class to subcase. Many times you are drilling down from Summary type reports to List type reports. For example you might have the distriubtion of certain case associated with New Accounts - Savings, Checking, Mutual Funds. If you would like to find out more inforamtion you can drill down to see the specifics of say the new Savings accounts. This too could be a Summary type report that list how many accounts we have signed up each week, which could drill down to another report listing all the details associated with the new savings accounts. There in no limit to how many reports we can drill down to.