How to enable SSO on a Power BI app consuming data from Azure Data Explorer using direct query?

[DY_1995]

I am trying to build a Power BI App that consumes data from Azure Data Explorer using direct query. The dashboard is developed in Power BI Desktop using “Azure Data Explorer (Kusto)” to connect the data. In Power Desktop, the connection to the data works fine. As can be seen in the data source settings, I am using my company o365 account (together with direct query) to connect to the data.

Next, I publish the dashboard to my workspace in the power BI service. From there, I want to distribute my dashboard to a broad audience as an app. One important requirement is that the app viewers access the data source with their own power BI identities using direct query (because the permissions of the viewer to view the underlying data are verified at the data source level). Therefore, I want to enable SSO in the “Data source credentials” settings on the data source in question.

However, I am not able to do this as shown in the figure below. Since the connection to the data works perfect in Power BI Desktop, something seems to go wrong inside the https://app.powerbi.com.  Based on this, I have the following questions:

1. Is it even possible to enable SSO on a Power BI App that consumes data from Azure Data Explorer using direct query?
2. If yes, what I am doing wrong and what needs to be done to enable SSO for my use case? Links to used documentation:

• Use data from Azure Data Explorer in Power BI | Microsoft Learn
• Publish from Power BI Desktop - Power BI | Microsoft Learn
• Publish an app in Power BI - Power BI | Microsoft Learn
• Azure SQL Database with DirectQuery - Power BI | Microsoft Learn