Official comment
Yes indeed. In order for it to be included in the progress report emails it has to be an active task, it has to have started already (start date on the task is on or before today), it needs to be assigned to the right resource, and it needs to be a "leaf" task (lowest level task in the hierarchy), and progress emails need to be enabled for that resource (on by default).
If you find an example that hits all of those criteria and was not included in the progress report email, you can put in a ticket and we'll have a look in your account.