HttpOperationException: Operation returned an invalid status code 'BadRequest'

I have created a .NET Core MVC App, but not able to get it running. It returns the subject error.

Microsoft.PowerBI.Api.EmbedTokenOperations.GenerateTokenWithHttpMessagesAsync(GenerateTokenRequestV2 requestParameters, Dictionary<string, List<string>> customHeaders, CancellationToken cancellationToken)

In the Azure Logs, I am able to trace the connection request to the Application have happened successfully, but the Token Generation does not happen. What could I be missing?

After viewing few blogs, I have added identity details before token generation to my Services -> Service.cs file

var effectiveIdentities = new List<EffectiveIdentity>();
            foreach (var dataset in datasets)
            {
                    effectiveIdentities.Add(new EffectiveIdentity(
                        username: "my_email_address",
                        datasets: new List<string> { dataset.Id.ToString() }
                    ));
            }

            // Bundle token requests for reports, datasets, and the workspace
            var tokenRequest = new GenerateTokenRequestV2(
                reports: reportTokenRequests,
                datasets: datasetTokenRequests,
                targetWorkspaces: workspaceRequests,
                identities: effectiveIdentities
            );