There are some considerations and limitations on downloading report to pbix file. Please check whether your issue is cased by one of the following items. Thanks in advance!
Limitations when downloading a report .pbix file
You can download a file in either Reading view or Editing view. You must be at least a Contributor to the workspace that the report is in. If the report is based on a dataset in another workspace, you need to be at least a Contributor to that workspace as well.
If you create a Power BI report based on a dataset in one workspace and publish the report to a different workspace, you can't download the report if the dataset is configured for large models, incremental refresh, or has been modified by using the XMLA endpoint.
Datasets modified by using the XMLA endpoint can't be downloaded to a .pbix file.
You can't download datasets based on data imported from OneDrive for Business.
Downloading a .pbix file that is larger than 1 GB isn't supported.
Datasets with automatic aggregations enabled can't be downloaded to a .pbix file. You must disable automatic aggregations training in the dataset settings and delete the aggregations tables by selecting the checkbox Delete automatic aggregations tables.