Problem with RLS and gold dataset

I have an issue getting RLS to work with the following situation. I'm hoping someone here knows the answer to the problem.

Dataset published in Workspace A. Report with live connection to dataset published in Workspace B.

RLS setup with role User, with DAX filter [Email] = userprincipalname().

Security Group connected to RLS role User on the dataset.

Security Group shared as Viewer with both Dataset and Report (not on the workspace).

User in the Security Group can see the report in Workspace B, when he/she tries to opens the report, the error message The report can't be viewed because the underlying dataset uses row-level security (RLS). is displayed.

I've shared the "dataset report" that PowerBI publishes in Workspace A with the user and confirmed that RLS works. The user can open that report and sees the correct data.

Opening the report in Workspace B that is connected to the dataset in Workspace A doesn't work however.