anhnguyenhoang1,
Do you connect to Excel file stored in SharePoint Online? If so, please use web connector in Power BI Desktop.
In your scenario, please firstly go to File->Options and Settings->Data Source Settings->Global permissions in Power BI Desktop and clear permissions for stored sharepoint data source.
Secondly, to connect to Excel that is located under Documents of SharePoint online site, please use the URL below.
https://xxxxx.sharepoint.com/sites/<sitename>/Shared%20Documents/<Yourexcename>.xlsx
To connect to Excel that is located under a folder in SharePoint online Documents, please use the URL below.
https://xxxxx.sharepoint.com/sites/<sitename>/Shared%20Documents/<Foldername>/<Yourexcename>.xlsx
However, if you want to connect to Sharepoint online folder in Power BI Desktop, please use SharePoint Folder connector and use the URL below.
https://xxxxx.sharepoint.com/sites/<sitename>
Regards,
Lydia