HI @jasonengs ,
What link are you used? I'd like to suggest you try to use the official download center links to confirm if it works:
Download Microsoft Power BI Desktop from Official Microsoft Download Center
If the above also not works, please contact to your IT to confirm if any additional policy or rules that may blocked azure or power bi services.
Add Power BI URLs to allowlist - Power BI | Microsoft Learn
Community Support Team _ Xiaoxin
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