Using Power BI Embedded with datasets that include a DirectQuery connection to a Power BI datasets or Azure Analysis Services model is not currently supported.

Hello. We extensively implement Service Principal authentication with Power BI. We have our own internal, corporate web platform with the web service runnin as an AAD service principal. This is a common use case across the corporate world. However, the new feature, DirectQuery for Power BI datasets and Azure Analysis Services, does not support service principals for authentication. Why not? I cannot think of a solid technical reason why not.

Please, revise the authentication design of this Power BI feature, so as to support AAD service principal authentication.