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Noted and Sorry for the late confirmation. Many thanks for the usual support.
There are some in the works!
You can take a look at the Power Bi Visual we are developing here. It essentially accopmplishes what you want. In the data source area of the visual it allows you to hook up the data sources you want OpenAI to have access to and then gives you a chatgpt like interface to talk about your data. We interact with OpenAI's API for a secure and confident visual. Let us know if you have any questions!
You can download it for free here: https://www.powerbiailens.com/
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Check out the April 2024 Power BI update to learn about new features.