Hi Kevin,
You can open the Webi /CR Reports in third party app by wrapping OpenDoc Urls in your app.
But this would mean opening the Webi or CR in html form in the browser and you wont be able to use the native rendering of Webi.
If you use Mobile SDK and then try and open the SAP BI link you can have your own version of the app and still make use you SAP BI Native renedering capabilities on Webi.
Regards
Vikas