Hey Tasawar,
Unfortunately there is nothing in the Microsoft 365 suite that will do this. When you go to app.powerbi.com and try to login it initiates a redirect to M365 login where the redirect from this is pointed back to PowerBI's website.
You may be able to develop your own application/browser that does this, but it is not native to M365 configuration.
Hope this helps.
The reason you may be thinking this is because if you make your own Enterprise Application you have the capability of redirecting to a page after successful login. Within M365 services, this is not possible (PowerBi, Office, etc).
If this is helpful please accept answer.