Enable Personal Bookmarks for Embedded report for Azure App registration(Service Principal)

[Dasher123]

I have embedded Power BI reports into my company's website using PowerBI JavaScript Library.

Authentication is happening using Azure App Registration, I have given UserState.ReadWrite.All permissions to it as sugested on https://learn.microsoft.com/en-us/javascript/api/overview/powerbi/personal-bookmarks, added personalBookmarksEnabled: true and made the bookmarks pane visible. 
It only shows Report Bookmaks on the pane. However when I'm loggen into app.powerbi.com with my microsoft account I can see both Report and Personal Bokmarks.

Are there any other configuration is required to show personal bookmarks for Azure App Registrations?