This is correct if the host is checked then a new rrd file is created in the moment new performance data will arrive. You can check these inside the web frontend with an empty graph or with only the first values on the right side.
I don’t know what the real problem is. It has something to do with the fetching of the graphs not directly with the graph files. (rrd’s)
As we tested before that all the graphs are shown correctly inside PNP4Nagios.
One thing what you can check is your php session path (~/tmp/php/session). The mail script uses the direct call of the PHP file ($OMDROOT$/share/pnp4nagios/htdocs/index.php) with some options to go around the authorization.
It is possible to manually issue this command to check if the graph is fetched correctly. I cannot give the correct syntax at the moment as i have no system at the hand to test 