My organization creates Power BI reports with sensitive data that is then embedded into our secure website utilizing the code available in the Microsoft Power BI Embedded Playground . This allows us to pass Row Level Permission filters and additional pre-filters to ensure the highest level of security available with this product.
Unfortunately, when embedding a Power BI report that contains an Esri Map visualization, the map is not able to render and returns an error of "For embedded visuals, ArcGIS Maps for Power BI is not currently supported" (screenshot below).
Please address this issue in an upcoming iteration. Being able to use Esri Maps within my Power BI reports was the only way I was able to sell my organization on procuring an Esri license for ArcGIS.

@JonEmch Thank you for your support, it has been a pleasure to work with you.