As we very recently discovered, the ArcGIS Maps for Power BI Visualization does not support connections to ArcGIS Enterprise (Portal) where Integrated Windows Authentication has been enabled.
IWA / single sign on was one of the factors to our organization adopting ArcGIS Enterprise so to find out it won't work for Power BI users was disappointing, especially considering the use of Power BI will expose hundreds of new users to our investment in Esri technology.
Please support IWA in ArcGIS for Power BI as soon as possible so our users can seamlessly sign in.