PowerBINotAuthorizedException ServicePrincipal despite all access done

I want to use Power BI PowerShell module.  This is what I have done:

1. I got Power BI Moduel installed in PowerShell

2. I got an app registered with the following permissions:

(This message is shown on the top of the permissions screen)

3. I added the Service Principal to a security group and granted him access in Power BI Admin Portal: 

E.g. 

4. I authenticate in Power Shell using this code:

$client_id = <>
$tenant_id =  <>
$secret =  <>

$SecurePassword = ConvertTo-SecureString $secret -Force -AsPlainText
$servicePrincipal = New-Object -TypeName PSCredential -ArgumentList $client_id, $SecurePassword

Connect-PowerBIServiceAccount -ServicePrincipal -Credential $servicePrincipal -Tenant $tenant_id

5. I try to call APIs from PowerShell: 

Invoke-PowerBIRestMethod -Url 'https://api.powerbi.com/v1.0/myorg/admin/groups/<Group ID>/users' -Method Get

I get the following error message:

Invoke-PowerBIRestMethod : One or more errors occurred.
At line:1 char:1
+ Invoke-PowerBIRestMethod -Url 'https://api.powerbi.com/v1.0/myorg/adm ...
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
    + CategoryInfo          : WriteError: (Microsoft.Power...werBIRestMethod:InvokePowerBIRestMethod) [Invoke-PowerBIRestMethod], AggregateException
    + FullyQualifiedErrorId : One or more errors occurred.,Microsoft.PowerBI.Commands.Profile.InvokePowerBIRestMethod
 
Invoke-PowerBIRestMethod : Encountered errors when invoking the command: {
  "code": "PowerBINotAuthorizedException",
  "pbi.error": {
    "code": "PowerBINotAuthorizedException",
    "parameters": {},
    "details": [],
    "exceptionCulprit": 1
  }
}
At line:1 char:1
+ Invoke-PowerBIRestMethod -Url 'https://api.powerbi.com/v1.0/myorg/adm ...
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
    + CategoryInfo          : WriteError: (Microsoft.Power...werBIRestMethod:InvokePowerBIRestMethod) [Invoke-PowerBIRestMethod], Exception
    + FullyQualifiedErrorId : Encountered errors when invoking the command: {
  "code": "PowerBINotAuthorizedException",
  "pbi.error": {
    "code": "PowerBINotAuthorizedException",
    "parameters": {},
    "details": [],
    "exceptionCulprit": 1
  }
},Microsoft.PowerBI.Commands.Profile.InvokePowerBIRestMethod

Can you please assist me to know what did I miss? 

Thanks