We don't receive mails from some of the "send mail" features of the Power BI cloud service. We know that there is no problem on our side with receiving mails, because, in general, we DO get mails...
PowerDAX
Resolver III
Resolver IIIWe have the same issue where our UPN <> email address. Our UPN is our userid @ the fully qualified internal domain.
Our Office365 group is going to talk to Microsoft to see if they can get email from the user attribute for Power BI subscriptions (not sure which one but would assume from the email address attribute). If Microsoft cannot fix this issue, our Exchange team will possibly add the the UPN as an exchange alias.