Correct me if I'm wrong, but even in 3.28 there seems to be no checkbox "Use only selected feature" (like in the processing tools) that causes only the selection to be passed to the report tool and not the whole layer.
This is a solution closely related to the suggested answer, but be aware, it's quite painful for a large number of features with a few of them selected.
Right click into some body page and select "Page properties....":

Note the appearing panel on the right, click the "Data defined override" button right to the "Exclude page from exports" and select "Edit...".

In the expression string builder enter the expression
not(is_selected(@feature))

And hit "Ok".
The Button turns yellow:

Take some time to prepare a coffee when you do the export (for my test layer with ~40k features it runs about 25min), because of course the expression is evaluated for each feature - which seems little time consuming - but it works.