Hey there, The problem with the out-of-the-box map visuals is that they can't render 40K+ polygon shapes on the map at once (too many vertices on for the browser to handle at once) and the legend goes out to lunch.
If you're trying to show sales or services territories on a map, consider using the Territory Visual by EasyTerritory. We have a web portal that allows you to upload your ZIP-Terr definitions and build polygons for each territory. We optimitize the territory vertices for performance. You can then use our data connector to add them to your data model. This will allow you to create heat maps by territory. The Territory Visual allows you to drill-down to the ZIP Code center points and see them inconjunction with the territory boundary lines for _easy_ territory alignment editing. Take a look at the first sample video to see an example of our upcoming release: Power BI Integration | EasyTerritory
-Benton
