I renamed a report. The name in the navigator list changed to the new name. But the title in the tab when displaying the report didn't.
... and it seems there is no way to change it, isn't it ?

Since 2.5.3 we're displaying names on tabs, not captions (by default, later options could be added):
"display names in tab bars, not captions (for consistency); names are displayed in the Project Navigator too"

Remaining TODO is altering captions. "Save As" action will have ability of changing both name and caption.

EDIT: of course since 2.5.3, not 2.3.5

Update: I am about to add this fix: "Rename" action in Project Navigator should also offer change of object's caption for Kexi 2.6.0 beta.