When you construct the VAT statement it is a bit like an Account Schedule. The entries are then probably marked as to not print on each line, so your report only prints the set box lines. If you set the lines to print it will of course show the detail making up the totals, but at a VAT group combination level.
If you need the actual detail the calculate and post VAT settlement report can be run but not posted to show the detail, and this should tie up to the VAT statement.