Best practice when accessing production DB

I think having a jump server to publish reports on Cloud and refresh your dataset over the cloud should be fine as you need to install PBI Gateway on the Jump server that will access the data for you and push it on the cloud.

But in the case of Power BI Report Server, since PBIRS is internally connected to all your database (single domain) that means when you refresh your dataset you don't need any PBI Gateway and hence PBIRS server can refresh data whether you are on Jump Server or not. If they are creating a policy to limit data access from jump server only that means it will hit your schedule refreshes or probably you need to move your PBIRS to jump server in order to overcome this problem.

if your organization is very concerned with data you can.

- Implement Microsoft intune in your organization

- register device on intune so that only authenticated and authorized people can access the data.

- Create a policy to allow open PBIRS only on authenticated devices.

Or 

Implement Row Level Security to allow authorized people to view permitted data.