Sharepoint 2013 and above brings the ability to consolidate in one place all tasks you're assigned to across the whole farm. That's particularly handy when your farm is quite big and users used to work on many "project places" (we have more than 40 000 spweb).
As we can expect, this service relies on search service 1 and need some accesses to the content database + user profiles & synchronization one 2, otherwise it fails
Our provider fixed the issue by granting the application pool ID account hosting the work management service to our mysite web application. We used Sharepoint Hosted Services.
We finally get tasks consolidated in the list, but only tasks which are on our mysite web application.
Of course you need to give the hosting application pool ID of work management of all the web application you want being consolidated.
Get-SPWebApplication | % { $_.GrantAccessToProcessIdentity("domain\apsvc"); }
and voilà