Creating a report in Power BI Service using a semantic model in a different workspace

We have users that cannot install Power BI Desktop but need to build reports / models from existing semantic models in other workspaces.  Based on this Microsoft KB, it states 
"In the Power BI service: Create > Report > Pick a published semantic model."

This option is not available from what I can tell. I have a Power BI Pro license.  What am I missing?