Allow supplying HTTP Header information to semantic models

On Power BI Desktop it is possible to create a data source that connects to a Web API after supplying it with a variable in an HTTP Header. However, after it gets published to the Power BI Service, that semantic model no longer authenticates because it does not have that HTTP Header value.

My suggestion: in Power BI Service, on the New connection section that appears when you try to add a semantic model to a gateway, allow the addition of "HTTP request header parameters" to it (the same option that PBI Desktop has)