CoPilot - Prep Data for AI

It looks like the issue may be related to permissions on the underlying semantic model rather than simply having copilot available in power BI desktop. Microsoft's current documentation states that prep data for AI is configured at the semantic-model level, and you need appropriate authoring/write permission on that model. also, power BI Q&A must be enabled for the model. since you are not the original report author, I would first check whether you have sufficient permissions to edit the semantic model and whether Q&A is enabled. If you do have the required permission, I WOUD also try closing and reopening the Copilot pane after making any perp data for AI changes. Microsoft recommends using the Download diagnostics option from the copilot pane for pane for troubleshooting. 

Given that copilot itself is available, but the message says, "You don't have access to Copilot,'' it would also be worth checking the workspace capacity and tenant copilot settings. for power BI Desktop, Microsoft currently lists admin/member /contributor access to a workspace assigned to paid fabric capacity (F2+), power BI premium capacity (P1+) with copilot enabled, or fabric copilot capacity as a prerequisite.