Hello,
MD06 only has the exception groups, otherwise the screen should have as many columns as exception messages you have, which would be not a nice report.
As was mentioned by the expert Rajen Madan, you can use BAPI: BAPI_MATERIAL_MRP_LIST and create your own report collecting the exception messages.
I made a similar program collecting the messages from the Stock and Requirement List (not the MRP list). Anyway, the only difference is the function module in your case. Here you can see the ABAP code:
Custom Report: Stock and Requirement List by Exception Message
Kind Regards,
Mariano