I don't believe so. The only way I've been able to get to this information in the past is by reviewing the report history and comments of the users reports. The report the expense was originally rejected from should detail the rejection. If the entire report was rejected, it would include that in the history and comments as well.
Hi, @Brooklyn ! @Julia is correct. There is not a way to run a report for rejection reasons, but these rejections normally are accompanied by a comment that explains the reason for the rejection by the approver, and those can always be found at the bottom of the report in the Report History & Comments. I hope that helps!