This is undesirable but it's not technically a bug. Because the Customize tab is a different controller and because it's not registered into the nav under a new section (Like Billing > Customize Reports) or something, it doesn't know that it should be under Billing > Reports.
This is how any other plugin would work as well, using a different controller, without registering its own subnav item.
This makes a "fix" more difficult. Cody tells me that it may be able to be corrected using a route, but that's probably not ideal. It may require a more complex solution.
Good catch though, I can't believe I didn't notice that myself.