Hello Martin,
The Pin Allocation Report is supported for the MKL14Z32VLK4 in KDS 3.0.0 + KSDK 1.2.0, i.e. when you create a Kinetis Project in KDS (MKL14Z32VLK4) and select KSDK 1.2.0 and Processor Expert the Pins Allocation Report can be generated, see the screenshot below:

Please note, that this project allows usage of Kinetis SDK components and Init components only (LDD components cannot be used when the KSDK is selected).
Best Regards,
Marek Neuzil