When adding the Monitoring and Administration Feature of MBAM 2.5 and checking the System Center Configuration Manager Integraton features in the setup wizard you typically enter the URL to the Reporting Server, for instance http://configmgrsrv/ReportServer. If you get the error

The SQL Reporting Services URL that point to the MBAM reports is not valid

it actually means that you before installing the Monitoring and Administration features must install the MBAM Reports feature. That is even though you are integrating MBAM into System Center Configuration Manager. Why is that? Because when integrating MBAM with ConfigMgr, the only reports that are managed in ConfigMgr are the compliance reports.