Add ability to manage access to Datamart SQL Connection String

Currently, you can't grant someone access to the Datamart and restrict the access to the connection string. I don't want my users with Datamart access to have the ability to connect and download all data.

We want to give users access to our Datamart so they can add their own data, create a data model, measures and reports in the browser. We want to prevent them from direct access to our data. Currently, Power BI doesn't offer a solutions to this issue. If I give a user access to build reports with Direct Query in Desktop, they can still export all data with a third party tool like Dax Studio.