Thank you for asking this question on the **Microsoft Q&A Platform. **
I think you must use an App Registration to connect via API to PowerBI
Please review this document Register an Azure AD application to use with Power BI
Hope this helps,
Carlos Solís Salazar
----------
Accept Answer and Upvote, if any of the above helped, this thread can help others in the community looking for remediation for similar issues.
NOTE: To answer you as quickly as possible, please mention me in your reply.