If an SME doesn't have a sustainability report, is their only alternative to complete the questionnaire?

That is correct. The digital questionnaire contains options such as 'Not applicable,' 'Unknown,' and 'Choose to not disclose' should SMEs not have the necessary information to answer such questions more fully. It should be noted that the UN Global Compact acknowledges that companies are at various stages in their sustainability journey and the selection of such responses is perfectly acceptable and will not generate any sort of penalty.