Power bi direct query with windows authentication, how to setup

Ok, direct query use live connection to sql database, and each action (click, filter, etc...) on dasboard is visible in SQL profiler as query on database, but I can't use Trusted_Connection=true in connection string or anything similar?

I have zilions of views on MS SQL, each of them filter records using current database user information (Microsoft Dynamics CRM filtered views), but you say that I must make copies of all of them using crossjoin with sysusers table or similar, and then separate records with RLS rule on Power BI side? 

And that I must rewrite all CRM security code in filtered views to surpass Power BI RLS?

And all three products (Dynamics CRM and Power BI and SQL server) are Microsoft's but you can't solve using windows authentification in Power BI?