On-Premises Data Gateway with PowerBI Private EndPoint

We have setup access to PowerBI over a Private EndPoint as described here (Private endpoints for accessing Power BI - Power BI | Microsoft Docs).  Within that same environment we are now trying to setup an on-premises data gateway.  We have allowed all traffic from the gateway VM to the public endpoints as described here Adjust communication settings for the on-premises data gateway | Microsoft Docs and also are allowing all traffic from the gateway VM to the Powrer BI Private EndPoints.  When trying to configure the data gateway, I'm getting the below error.  Reviewing the issue via firewall and wireshark connectivity doesn't seem to be an issue, but traffic like below to https://fec8632f0bd64e3a9761866aef52dd57-api.analysis.windows.net/ is being routed to the Private EndPoint (but from wireshark there does seem to be successful communciation to the Private EndPoint).

Anyone have any ideas?  Is it possible On-Premises Data Gateway and PowerBI Private EndPoints cannot co-exist?

EnterpriseGatewayConfigurator.exe Information: 0 : Create gateway pbi-gtwy-pcc-vm, https://fec8632f0bd64e3a9761866aef52dd57-api.analysis.windows.net/
EnterpriseGatewayConfigurator.exe Information: 0 : Update local gateway config
EnterpriseGatewayConfigurator.exe Error: 0 : Exception: Microsoft.PowerBI.DataMovement.GatewayCommon.FailedToUpdateGatewayException: Failed to update gateway details. You may need to change the account the gateway runs under. ---> System.NullReferenceException: Object reference not set to an instance of an object.
at Microsoft.PowerBI.DataMovement.GatewayCommon.DmtsGatewayCreation.UpdateGatewayConfiguration(CreateGatewayResponse createResponse, SecureString recoveryKey, String salt, SecureString legacyRecoveryKey, String legacySalt, Uri backendUri, String containerName, Boolean copyKeyAsLegacy, GatewayServiceBusDetails listenerDetails, Int32 maxRetries)
--- End of inner exception stack trace ---
at Microsoft.PowerBI.DataMovement.GatewayCommon.DmtsGatewayCreation.UpdateGatewayConfiguration(CreateGatewayResponse createResponse, SecureString recoveryKey, String salt, SecureString legacyRecoveryKey, String legacySalt, Uri backendUri, String containerName, Boolean copyKeyAsLegacy, GatewayServiceBusDetails listenerDetails, Int32 maxRetries)
at Microsoft.PowerBI.DataMovement.GatewayCommon.DmtsGatewayCreation.CreateAndUpdateLocalService(String gatewayName, SecureString recoveryKey, String salt, Uri dmtsBackendUri, GatewayServiceBusDetails senderDetails, GatewayServiceBusDetails listenerDetails)
at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardServiceConfigurationViewModel.ValidateAndCreateGateway(String gatewayName, SecureString recoveryKey, SecureString legacyRecoveryKey)
at Microsoft.PowerBI.DataMovement.EnterpriseGatewayConfigurator.WizardServiceConfigurationViewModel.DoOk(Object param)
at Microsoft.PowerBI.DataMovement.GatewayUiCommon.WizardViewModelBase.DoOkWorker(Object param)
at Microsoft.PowerBI.DataMovement.GatewayUiCommon.RelayCommand.<>c__DisplayClass19_0.<Execute>b__0()