Power BI Web Part for SharePoint Online Only Works for Me

I put a report on a SharePoint page using the new web part. It works perfectly for me. When someone else tried all he got was the message that "This content isn't available". 

I shared the report with him in Power BI and he can run the report fine on the Power BI site. He is a member of the SharePoint site and can access everything else there and the permissions on the site are inherited so there are no special permissions on the site.

It seems to be a permissions issue but I can't think of anywhere else he would need permissions. Any ideas?