Thank you Eduardo for your answer.
But I'm not sure to understand what to do with that...
Where should I put this xml code ? Directly In the form view ?
And how do I call it then ?

I tried to modify the button code in the project form. adding the context, but it doesn't work better.

    <button class="oe_stat_button" type="action" name="600" icon="fa-file-o" string="My Report" context="{'active_ids': task_ids}" />

When clicking, I get the report generated on the first task of the first of all my projects...

Maybe you could call an ir.actions.server and return the print report action with other active ids.

<record id="project_redirect_report_with_all_tasks" model="ir.actions.server">
    <field name="name">Redirect to task reports with all project tasks</field>
    <field name="model_id" ref="project.model_project_task"/>
    <field name="binding_model_id" ref="project.model_project_project"/>
    <field name="binding_type">action</field>
    <field name="state">code</field>
    <field name="code">[action] = env.ref('my_other_print_action_report').read()
action['context'].update({'active_ids': records.mapped('task_ids').ids})
    </field>