Viewing SharePoint PDFs in widget in Chrome security error

[MarkPalmberg]

We have a report that contains a number of links to PDF files stored on our organization SharePoint site. When a user clicks on one of these links while in the Chrome or Firefox (and likely others, but not Edge) browser, the widget is blank, displaying only a little sheild icon. The tooltip on this icon reads:

This widget contains web content not provided by Microsoft. Web content could contain code with security or privacy risks.

Is there a workaround for this issue? Having the PDF open in the widget is really nice from an end user experience standpoint, but if we have to have them open in a new tab, that wouldn't be the end of the world. Just want to confirm that the current process is a dead end before proceeding.

Thanks.

[v-easonf-msft]

Hi, @MarkPalmberg 

The warning message is displayed because the web content is not from Microsoft, which is for security warning purposes. However, there seems to be no way to prevent it from being displayed on the dashboard.
For your requirement,you can submit  it as a new idea on the Power BI Idea forum or  vote for these related idea: 
https://ideas.powerbi.com/ideas/idea/?ideaid=5ccc60e5-550c-eb11-b5d9-281878a5ca29

https://ideas.powerbi.com/ideas/idea/?ideaid=125aeba9-7f31-47f7-b1a8-8c7a4418bc53 

https://ideas.powerbi.com/ideas/idea/?ideaid=fbef789d-b205-4f8c-9100-6ba804371abb 

Best Regards,
Community Support Team _ Eason