I think I know what happened. I've looked at the code and now I see that report review is available only on "Crash" and "Kernel" problems, but not for "Package" etc. If I kill update-manager with SIGSEGV ("Crash" problem), it does show the dialog, but it didn't when dpkg-* failed during dist-upgrade ("Package" problem). Okay, I do understand that reports for failed dpkg-reconfigure without any core dumps, stack traces, process maps etc. are mostly harmless, but still I'm not comfortable with sending _any_ information without my confirmation.
I think I know what happened. I've looked at the code and now I see that report review is available only on "Crash" and "Kernel" problems, but not for "Package" etc. If I kill update-manager with SIGSEGV ("Crash" problem), it does show the dialog, but it didn't when dpkg-* failed during dist-upgrade ("Package" problem). Okay, I do understand that reports for failed dpkg-reconfigure without any core dumps, stack traces, process maps etc. are mostly harmless, but still I'm not comfortable with sending _any_ information without my confirmation.