Hi Nitin,
Please see the FAQ from below:
Frequently asked questions about Analysis Services network connectivity
Azure Analysis Services does not support Private Links, VNETs, or Service Tags. There are some open-source solutions (for example, https://github.com/mathwro/Scripts/blob/master/Azure/AllowAzure-AnalysisServer.ps1) that detect the IP address of the client application, and automatically and temporarily update the firewall rules.
Cited from https://learn.microsoft.com/en-us/azure/analysis-services/analysis-services-network-faq
If this is helpful please accept answer.