Operation returned an invalid status code 'BadRequest'

I tried to use RLS with PowerBi embedded analytics. I followed steps from 

Using row-level security with embedded content in Power BI embedded analytics - Power BI | Microsoft Docs

This is my code to generate tokens:

public EmbedToken GetEmbedToken(Guid reportId, IList<Guid> datasetIds, [Optional] Guid targetWorkspaceId)

PowerBIClient pbiClient = this.GetPowerBIClient();

// Create a request for getting Embed token
// This method works only with new Power BI V2 workspace experience
var tokenRequest = new GenerateTokenRequestV2(

reports: new List<GenerateTokenRequestV2Report>() { new GenerateTokenRequestV2Report(reportId) },

datasets: datasetIds.Select(datasetId => new GenerateTokenRequestV2Dataset(datasetId.ToString())).ToList(),

targetWorkspaces: targetWorkspaceId != Guid.Empty ? new List<GenerateTokenRequestV2TargetWorkspace>() { new GenerateTokenRequestV2TargetWorkspace(targetWorkspaceId) } : null,
identities: new List<EffectiveIdentity> { { new EffectiveIdentity(username: "*****", roles: new List<string> { "***" }, datasets: new List<string> { datasetIds.ToString() }) } }); ;

// Generate Embed token
var embedToken = pbiClient.EmbedToken.GenerateToken(tokenRequest);

return embedToken;
}

But I get the following error