At present one cannot have a subreport in report header/footer. This is such a limitation 
e.g. you have a company header which you want in every report. Normally what you expect is to make a subreport and include that in header of other reports. So if you change any details you can edit that subreport and it get reflected in all other reports. But unfortunately you have to include the company header in every report not only the controls but also in the datasource.
I used to develop in MS Access back in 90s and even then its reporting has this feature as standard.
So come on Telerik