Using SSO (Keycloak) authentication for PowerBI on premise (ReportServer)

Hi,nickibrochner .I am glad to help you.
According to your description, you want to set up SSO (single sign-on) in power BI Report Server
Even though I don't have experience in trying this, I would like to offer you some help.
Here are some of my suggestions.
I found the case study article about configuring SSO in SSRS and I noticed that this article also uses the official case study link you provided.
URL:

SSRS Custom Security with Single Sign-on

SSRS shares similarities with Power BI Report Server, in particular they both act as local report servers providing report management, scheduling and subscription functionality (with a different focus on report types, Power BI report server also supports pbix files)

I also found other issue about report server setup SSO.
URL:

setup SSO for SSRS 2019 WEB PORTAL - Microsoft Q&A

For report servers, Microsoft recommends using custom security extensions.

URL:
Configure Power BI Report Server with Microsoft Entra application proxy - Power BI | Microsoft Learn

I hope my suggestions give you good ideas, if you have any more questions, please clarify in a follow-up reply.
Best Regards,
Carson Jian,
If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.