So really, you just want your reports to keep you entertained, by showing walking you through their working. (Or maybe "in the loop", rather than "entertained").
Unless you've got complete incompetents reporting to you, that shouldn't be necessary (except to keep you in the loop, which I do agree is important).
But when people have a *real* problem that they can't solve (i.e. someone needs to be on a performance plan; or the project is failing and needs a massive overhaul; or the budget needs to be increased) then going to a manager with a solution might not always go down so well.
I guess there is some middle ground (hiring one more staff member, slight scope changes, etc). But I don't think most people have an issue making those kind of suggestions.
"Bring a solution, not a problem" is a good maximum for normal decisions, but it's also a crutch managers use when they don't want to make a hard decisions. It's a lame way to say "Nope, I just don't want to think about that