Thousands space

Huge problem for french content: the standard thousand separator is space, not comma. Comma is confusing because in France, it may be considered as the decimal separator.

Agreed. And while I know this can be done with some DAX or in Modelling, it should be available simply in the Visualization data label formatting.

You should be able to do this using the "Format:" setting under the Modeling ribbon, where you control how data displays. I'm not sure why you would want to do this on a visual by visual level, as that would just create more maintenance hassle. I'm not aware of a way to show an alternate thousands separator though, that could be really nice to change (or have it pick up from your Locale setting).

I was having problem with this "feature" too. I found a solution. In Data view click Modeling, select desired column, change data type to Decimal Number and set Format to General. This is the only way how I managed to display space as the thousands separator.