Hi Anto Francis
This issue seems more related to Power BI rather than Azure SQL MI configuration. Power BI questions aren’t supported in the Q&A forums at the moment. You can check the official Power BI documentation here: https://learn.microsoft.com/power-bi/
I would recommend posting it in the Power BI Community forum for more targeted help: https://community.powerbi.com/t5/Forums/ct-p/PBI_Comm_Forums