Report is referencing more than 1000 sheets


I have a report that references every sheet in my workspace (1415 sheets at the moment) and shows the current user all the tasks that are assigned to them across many different project plans. I'm now seeing a message on that report showing "This report has 1415 sheets in scope. We recommend you reduce the scope to 1000 sheets to ensure better performance." We're constantly adding new projects plans in new project folders within this workspace. This report is referencing the workspace so I don't have to add new individual sheet references to this report every time a new folder and project plan is added.

Should I be concerned about this message? Any suggestions on how to better organize my sheets to eliminate this message?