Although we have been using Phabricator for a few years now, it was only in the recent months we started using Subprojects and Milestones, in most cases it has been Milestones to manage Sprints across a project.
Earlier we used Projects for each Sprint in a project, hence we could have multiple Tags, now it has become a nightmare to manage and hence the decision to move to Sprints.
In Projects, Tasks/issues could have multiple Tags (one Project Tag and other Sprint Tags) and hence in Reports it was easy to do reporting across Sprints with just the main "Project Tag".
Reporting in Milestone (with Parent tag)
At the very minimum please let the Milestone or Subproject inherit the "Parent" project tag. I think then reporting will include all the Sprints when filtering by project.