A HTTP 302 is the expected response, this is also mentioned in the documentation:
https://learn.microsoft.com/en-us/graph/api/reportroot-getteamsuseractivityuserdetail?view=graph-rest-1.0&tabs=http#response-1

It will return a redirect with the link to the Location of where you can download the report csv file. That should be in the response headers.

To download the file you can place another HTTP request action which uses that location in the URI field. Make sure that second action has a configure run after/run after setting on the has failed value.