Overview: If you have a donor who has only given to a fund that is considered "non-tax deductible" then you will be unable to produce an end of the year giving statement for them through the traditional route.
Solution if you have someone who has only given to non-tax deductible funds:
Go to their profile and click "giving" on the left side and then click the down arrow next to "download as excel" you will be able to produce a statement from that page.
Solution if you have someone who has both non-tax deductible and tax-deductible donations:
If someone has given at least $1 to a tax-deductible fund then you will be able to generate a statement for them including the non-tax-deductible funds through the traditional route, and customizing the statements to include the non-tax-deductible funds.