Personal Bookmark Limitations

Having same issue. But after lot of effort found a very unexpected behaviour of Power BI. May be this is another bug with the latest releases in Power BI.

In my report, I'm using visual groups (check in selection pane). If there is any visual group hidden by default, then Power BI service is not showing Personal Bookmark list on that page. Weird and don't know how these two things are relating to each other.

BUT, there is more weird thing. On that same page you can see your personal bookmarks if you navigate to other page on the report which do not have hidden visual group and navigate back to that previous page, and MAGIC!, bookmarks will start appearing on that page too.

To me, it seems like Power BI bug only. This is not a type of limitation.

Let me know if works for you.