A possible reason is insufficient permisson of the used token.
When you generate embed token: use edit mode, and allow save as.
Please also verify that your application has Create Content permission for Power BI service Learn more
I assume that you wish to download the report to your computer. "Save as" will not serve this purpose.
Save as will create a report in Power BI in the same workspace as the source report, with the changes you've made in edit mode.
There are no available options in "save as" such as "PDF" or "EXCEL".
You can use learn how to use Export API (Only for PBI desktop reports) here to download a report from my workspace in a .pbix file format.
