Set-PowerBIDataset : Operation returned an invalid status code 'BadRequest'

Hello, I'm trying to set PowerBI datasets target storage mode to Premium files. I did a Get-PowerBIDataset and it worked and showed me the actual storage value 'abf' alongside datasetid. But its not letting me SET. 

Itried this by giving dataset name and dataset id but none worked.

WITH DATASETNAME

Set-PowerBIDataset -Name MyFirstDataset -TargetStorageMode PremiumFiles -WorkspaceId f04180c5-338f-4e53-b11d-7431fe220862

Set-PowerBIDataset : Operation returned an invalid status code 'NotFound'
At line:1 char:1
+ Set-PowerBIDataset -Name MyFirstDataset -TargetStorageMode PremiumFil ...
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+ CategoryInfo : WriteError: (Microsoft.Power...tPowerBIDataset:SetPowerBIDataset) [Set-PowerBIDataset], HttpOperationException
+ FullyQualifiedErrorId : Operation returned an invalid status code 'NotFound',Microsoft.PowerBI.Commands.Data.SetPowerBIDataset

WITH DATASETID

Set-PowerBIDataset -Id 506136cb-9f42-45ad-8201-9d103681a401 -TargetStorageMode PremiumFiles -WorkspaceId f04180c5-338f-4e53-b11d-7431fe220862
Set-PowerBIDataset : Operation returned an invalid status code 'BadRequest'
At line:1 char:1
+ Set-PowerBIDataset -Id 506136cb-9f42-45ad-8201-9d103681a401 -TargetSt ...
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+ CategoryInfo : WriteError: (Microsoft.Power...tPowerBIDataset:SetPowerBIDataset) [Set-PowerBIDataset], HttpOperationException
+ FullyQualifiedErrorId : Operation returned an invalid status code 'BadRequest',Microsoft.PowerBI.Commands.Data.SetPowerBIDataset