Hi @Sara ,
Per my research, I found a similar issue in PowerBI forum: https://community.powerbi.com/t5/Report-Server/Power-BI-embedded-report-in-onpremise-sharepoint-keep-on-showing/td-p/332612#
You could try the solution there:
SharePoint by default servers the page in IE-10 compatibilty mode. PBI does not work in that mode, it need IE-11. You may need to change the master page of SharePoint to render in IE-11 (Edge) mode or use Chrome, see here:
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