OKTA does not provide the reporting feature for the user who have not supplied phone number. We were having the same issue before.
As a work-around, - Create an application and make it invisible to all users. - Assign phone number as login attribute to the application. - Assign the application to all users in your organization. - As Phone number is the login attribute, users who have not registered their mobile number will show an error. - You can extract the report for that particular time.
You can also contact OKTA support incase you've any issue.