ADFS- Deep Link to Dashboard

I just need to clarify, SSO works for user on local network. Outside network user has to authenticate to ADFS Proxy. The issue here is if I share the dashboard, user open the link in email they have to log in to O365 first. This is because the link in email does not use WHR which tell O365 who's the tenant is. Once user enter email address at O365 login it is redirrect correctly to my ADFS.

I noticed, after user SSO to O365, click Power BI button will redirect user to this 

https://login.microsoftonline.com/common/oauth2/authorize?client_id=871c010f-5e61-4fb1-83ac-98610a7e9110&response_mode=form_post&response_type=code+id_token&scope=openid+profile&state=OpenIdConnect.AuthenticationProperties%3dElwk-rm_YbQPPCprzwua0RaNbYEYVRMuTQRo0PXQ6a2r1E_EshPFZdy241H0P6JSWKTV8SAMJUvQdIwiJK8xL98h4I8pAOxyKsO6xXOVV7GFrGW6&nonce=635911763807492458.ODYxZTUzODYtMDczYy00YTg5LWI1MzEtOGQ3MWE0ZTcwNTM5YTYwYTMyYzAtOTczOC00Nzk2LWFjNmUtYmU2MmZmMzJjYzQ4&site_id=500453&redirect_uri=https%3a%2f%2fapp.powerbi.com%2fredirect%2f1&post_logout_redirect_uri=https%3a%2f%2fapp.powerbi.com%2fredirect%2f1&nux=1&msafed=0

Is this Power BI usinf Oauth2 as another federated system from O365 to Power BI?

Thanks