Support Dataflow connections to SQL Server Analysis Service (SSAS), which desktop data sets allow users to do. At the moment, dataflow does not even support the use of a copied M script from desktop...
It has been four years, but it looks like Microsoft is ready to improve dataflows, and allow us to connect to on-prem SQL SSAS.
Here is the release wave for 2023, with a "public preview" in April:
Use the SQL Server Analysis Services
connector in Power BI dataflows
https://learn.microsoft.com/en-us/power-platform/release-plan/2023wave1/data-integration/sql-server-analysis-services-connector-power-bi-dataflows
