Export PowerBI embedded report Forbidden

I have my ASP.NET Core project with an embedded PowerBI report. The report is always shown correct. In the Microsoft documentation, I read that now it is possible to export the report in different format. So, using the example, I put together the application. You have the code in GitHub.

The problem I'm facing is when I call

// The 'Client' object is an instance of the Power BI .NET SDK
var export = await Client.Reports.ExportToFileInGroupAsync(
                          groupId, reportId, exportRequest);

This call raises an Operation returned an invalid status code 'Forbidden'.

In the Active Directory I have all the required permissions and in particular

• Report.ReadWrite.All or Report.Read.All
• Dataset.ReadWrite.All or Dataset.Read.All

Also, I tried to use "Try it" in the documentation. In this case, I have another kind of error

{
  "error": {
    "code": "InvalidRequest",
    "message": "Report requested for export is not on dedicated capacity"
  }
}

How can I fix this issue?