Hi Steven,
Thanks for the clue but unfortunately, it doesn't work neither with my Entreprise nor ArcGIS login accounts.
However, it works if I create a feature service directly from AGO with data uploaded in AGO.
It looks like Feature Services published by ArcGIS Server and added to my ArcGIS Online account can't be used as Reference Layer in Power BI. Even if I set the security level to Public in both AGS and AGO, my feature service is not available a reference layer in Power BI.
Anybody from ESRI could confirm that ?
Thanks.
Alex.