Use issue578 to discuss the underlying bug (config.values is empty).

Ah, got it.  I run M-x build-report from the directory where XEmacs is 
built.  Then Customize computes the default as (expand-file-name FILE nil) 
which gives the right thing.  It wouldn't work in a different directory, 
and it doesn't work for `build-report-make-output-dir' itself.

This means that the default value for `build-report-make-output-dir' 
doesn't work, and M-x build-report errors out with "Wrong type argument: 
stringp, nil" after displaying the header and separator of the *mail* 
buffer.  Workaround is to customize that variable.

Possible solution is to pull the code out of the defcustom, and put it 
into `build-report'.  Oddly enough, `build-report-installation-file' is 
set correctly.