Application Insights: No data

Our organization uses MS Azure Web Apps enabled with Application Insights for a client facing server. We use application insights to tell us things about the app, who's using it, and it's performance.

Objective:

Our goal is to have this Applications Insight data visible and available within PowerBI for reporting. 

Steps taken so far: 

1. I have added the Application Insights data into my Power BI account by doing the following:
   1. Clicked My Workspaces > Datasets >  Create (top right) > Get Data
   2. Selected Microsoft AppSource Services > Application Insights
   3. Added our "Essentials" to Power BI
   4. Entered my credentials
   5. Applicaton Insights get loaded without any errors. 
   6. Application Insights appears on Dashboard, Reports and Dataset Workspaces

Issue:

No data is appearing in the dashboard. See image here.

Further details:

Applications Insights is configured and working correctly within Azure: 

When I log into my Azure account, I am able to see data for user data, live stream, availability, timeline, etc.