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Hi,
Sorry for the inconvenience the problem caused for you.
Per your description, when you try to importing SharePoint list to Power BI, an error will pop up.
Based on my experience, you could troubleshoot this kind of issue from Power BI side first. I noticed that there is a thread which has the similar error with yours in Power BI community: connection error to Sharepoint List - Microsoft Power BI Community. According to this thread, it is possible that the default connector you used is version 2.0. You can try to switch to version 1.0 to see the result.
If the problem persists, we recommend you post on dedicated Microsoft Power BI Community. The members there are good at this aspect. You will get a more detailed and professional answer to your query there.
Appreciate your understanding.
Best regards,
Jazlyn