Do you specifically mean that you have enabled Action -> Go to report on the textbox (i.e. a drillthrough report)? This is not the same as a subreport.
As you've described it, it should be working as you expect. I cannot replicate your issue in Visual Studio - with a similar expression I get no option to drillthrough where the expression is evaluating to Nothing
.
I would start by recreating the textbox/action and see if this resolves the issue.