Where is the export "Underlying data" option in Report Server?

v-yulgu-msft,

Thank you, Yuliana.  Acknowledged - this capability has not been implemented as of the October 2017 version of Power BI Report Server.

As a side note, you mention that Power BI Service and Power BI Report Server are different "products" and I understand what you mean, but to a user they are really more like different versions/platforms of the same product.  It would be a good idea for Microsoft to keep the capabilities/features as closely matched as possible between the two.  At a minimum, the differences should be well documented and available to users.  If you are aware of such documentation, please let me know!  As users, we are discovering these differences through trial and error -- which comes in the form of complaints and requests from our internal user base that we are supporting (i.e. I am an author of the .pbix data model). We "publish" the model and reports to a broad group of report users, some of whom are executive management.  Avoiding surprises such as this one is very important.

Thanks again for your previous prompt response! 

Regards,

Ken