Right now CDS does not provide reporting capabilities like in MS Access. Creating multi-page reports with headers, footers, and other standard reporting features are needed. While this may take time to implement either with a new tool (PowerBI, PowerApp, Flow, .... how about PowerReporter)
PowerBI is not targeted to do this work, it is a dashboard tool which is great but does not suit this purpose. I guess it could be added to reduce the number of tools but that's an MS call.
In the immediate term, getting a set of tables from Access to CDS and from CDS back to Access would be highly usefull. The set of tables could be directly instantiated into Access, reports created and output etc..