Best practice when accessing production DB

Hello Community!

I have recently faced a challange and I'm hoping someone in this amazing community has a work around for it.

My organization just adopted a new security rule where you can't access production data from PowerBI desktop. You'll have to access the database using a jump server and do everything there then upload your report to powerbi report server. Obviously this is very complicated.

Is this common practice? This is the first time I'm facing such problem and I can't get my head around it.

Facts: 

- the account I use has a read-only authorization

- the database is hosted on prem. not cloud.

- we use PowerBI report server desktop application for modeling and design then upload it to the server.

is there any work around that I can propose to the security team?

Any ideas are very much appreciated!