Just stumbled upon this blog post in German:
It sums up that in the order to correct create Dynamics NAV reports on Windows 10 with Chinese other DBCS (Double Byte Character Set) characters, then an additional Chinese fonts needs to be installed. More information.
In the English Windows 10, that's done under "Manage optional features":
Here you can choose your additional font to support from a long list:
Have a great day, Erik