PowerBi Dashboard within D365 Instance

Hi

We have created a PowerBI dashboard within our D365 CRM instance and shared this dashboard with users of our CRM as well as the PowerBI service itself. When a user goes to the D365 dashboard for the first time, the dashboard is empty and it seems to need the user to go into the PowerBi service to authenticate their credentials. This can also be achieved by sending a sharing link of the PowerBI dashboard to the user first before accessing the CRM. 

Is there any way when the user comes to the dashboard for the first time in D365, it doesn't need to take these steps first? I.e. the AD credentials that have passed through to access D365 also serve to authenticate the visibilty of the PowerBI dashboards in the CRM - as this will massively aid adoption.

Are we missing a trick? Or is there a particular PowerBI workspace that seamlessly passes through the credentials to our CRM once the users have been added?

Thanks

Alex