Error opening PBIX file with online datsource

I have a published PBIX Report file which connects via DirectQuery mode to the Azure Server to generate and show the reports.

I want to transfer ownership of the PBIX file to my client. When I try to open the PBIX file on the client machine via Desktop Client, it gives me the following error

Alternate credentials for Windows authentication is not supported in DirectQuery mode. Use your current windows credentials, supply a database credential, or switch to import mode.

Stack Trace:
Microsoft.PowerBI.Client.Windows.AnalysisServices.DirectQueryConnectionStringBuilderException: Alternate credentials for Windows authentication is not supported in DirectQuery mode. Use your current windows credentials, supply a database credential, or switch to import mode.
at Microsoft.PowerBI.Client.Windows.AnalysisServices.DirectQueryConnectionStringBuilder.AddCredential(ResourceCredentialCollection credentialCollection)
at Microsoft.PowerBI.Client.Windows.AnalysisServices.PersistedModelSanitizer.ApplyCredentialsToDataSource(CredentialManager credentialManager, ITable table, ModelChange modelChange)
at Microsoft.PowerBI.Client.Windows.AnalysisServices.PersistedModelSanitizer.TryRestoreModel(IDataModel dataModel, IEnumerable`1 directQueryQueryNames, ModelChange& modelChange)
at Microsoft.PowerBI.Client.Windows.AnalysisServices.AnalysisServicesDatabaseLocal.BuildActionToRestoreConnectionStringCredentials(IEnumerable`1 directQueryQueryNames, Action& restoreCredentialsAction)
at Microsoft.PowerBI.Client.Windows.Services.FileOperationUIHandler.RestoreModelConnections(WindowsHost windowsHost, IWin32Window ownerWindow, Report report, IQueryServices queryServices)
at Microsoft.PowerBI.Client.Windows.Services.FileOperationUIHandler.OpenLocalFileInternal(IWin32Window ownerWindow, WindowsHost windowsHost, IWindowService windowService, ExplorationClientHost reportingClientHost, IQueryServices queryServices, TelemetryUserActionId entryPoint, String filePath, Boolean fromRecentFile)
at Microsoft.PowerBI.Client.Windows.Services.FileOperationUIHandler.OpenLocalFile(IWin32Window ownerWindow, WindowsHost windowsHost, IWindowService windowService, ExplorationClientHost reportingClientHost, IQueryServices queryServices, TelemetryUserActionId entryPoint, String filePath, Boolean fromRecentFile)
at Microsoft.PowerBI.Client.Windows.FloatingDialog.StartDialog.UseEntry(FileHistoryEntry entry)
at Microsoft.Mashup.Host.Document.ExceptionHandlerExtensions.HandleExceptions(IExceptionHandler exceptionHandler, Action action)

Invocation Stack Trace:
at Microsoft.Mashup.Host.Document.ExceptionExtensions.GetCurrentInvocationStackTrace()
at Microsoft.Mashup.Client.ClientShared.StackTraceInfo..ctor(String exceptionStackTrace, String invocationStackTrace)
at Microsoft.Mashup.Client.ClientShared.FeedbackErrorInfo..ctor(String message, Nullable`1 errorCode, String requestId, Exception exception)
at Microsoft.Mashup.Client.ClientShared.UnexpectedExceptionHandler.<>c__DisplayClass1.<HandleException>b__0()
at Microsoft.Mashup.Client.ClientShared.UnexpectedExceptionHandler.HandleException(Exception e)
at Microsoft.Mashup.Host.Document.ExceptionHandlerExtensions.HandleExceptions(IExceptionHandler exceptionHandler, Action action)
at System.RuntimeMethodHandle.InvokeMethod(Object target, Object[] arguments, Signature sig, Boolean constructor)
at System.Reflection.RuntimeMethodInfo.UnsafeInvokeInternal(Object obj, Object[] parameters, Object[] arguments)
at System.Delegate.DynamicInvokeImpl(Object[] args)
at System.Windows.Forms.Control.InvokeMarshaledCallbackDo(ThreadMethodEntry tme)
at System.Windows.Forms.Control.InvokeMarshaledCallbackHelper(Object obj)
at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Windows.Forms.Control.InvokeMarshaledCallback(ThreadMethodEntry tme)
at System.Windows.Forms.Control.InvokeMarshaledCallbacks()
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
at System.Windows.Forms.UnsafeNativeMethods.DispatchMessageW(MSG& msg)
at System.Windows.Forms.UnsafeNativeMethods.DispatchMessageW(MSG& msg)
at System.Windows.Forms.Application.ComponentManager.System.Windows.Forms.UnsafeNativeMethods.IMsoComponentManager.FPushMessageLoop(IntPtr dwComponentID, Int32 reason, Int32 pvLoopData)
at System.Windows.Forms.Application.ThreadContext.RunMessageLoopInner(Int32 reason, ApplicationContext context)
at System.Windows.Forms.Application.ThreadContext.RunMessageLoop(Int32 reason, ApplicationContext context)
at System.Windows.Forms.Form.ShowDialog(IWin32Window owner)
at Microsoft.Mashup.Client.ClientShared.WindowManager.ShowDialog[T](T form, IWin32Window owner)
at Microsoft.PowerBI.Client.Program.<>c__DisplayClassb.<Main>b__0()
at Microsoft.PowerBI.Client.Windows.IExceptionHandlerExtensions.<>c__DisplayClass7.<HandleExceptionsWithNestedTasks>b__6()
at Microsoft.Mashup.Host.Document.ExceptionHandlerExtensions.HandleExceptions(IExceptionHandler exceptionHandler, Action action)
at Microsoft.PowerBI.Client.Program.Main(String[] args)

Disabled Preview Features:
PBI_shapeMapVisualEnabled
PBI_EnableReportTheme
PBI_numericSlicerEnabled
PBI_SpanishLinguisticsEnabled
PBI_daxTemplatesEnabled
CustomConnectors

Disabled DirectQuery Options:
PBI_DirectQuery_Unrestricted

Please Help.