Hello @CatherineDevitt, if you are using the 'Esri made available' basemaps, those are generally Vector Tile layers that have been published with a specific projection —WGS 84 Web Mercator (auxiliary sphere)— that can't be changed or reprojected from the client application where you consume them*.
You could try to use/add a different basemap that is already published with the projection you want to have, although I'm not sure if that is possible from ArcGIS for Power BI.
*As far as I'm aware.
