I have a similar (but not exactly the same) issue with scheduled emailed reports. Mine aren’t break routing either. If I run a report and choose to email it (instead of printing or previewing), and select a recurring schedule, the email goes out fine. But the next time I launch the client, I’m presented with a “Save As…” dialog box to save the PDF that was created for the report. To be clear the “Save As …” window doesn’t appear until after the scheduled time (usually at midnight, and with no client open).
Maybe it has to do with the client’s default printer. Like I’m getting the "Save As… " dialog because my workstation has a PDF printer as it’s default printer. If mine had a regular printer, it would probably just get sent right to the printer.
Here’s my original post on it: