Hi,
I had the same behaviour, here’s the solution :
The generated Power BI items are correctly created but they don’t have a true page that displays them and the preview perma-link is misleading.
When you list your Power BI items, you will notice a “short code” for each of them.
Just go to “Pages” in wordpress and create a new page. in the page content, just insert the short code of the desired report and this page should display your PBI report.
Short code looks like this :
[powerbi id=”20″ width=”100%” height=”350px”]
Hope it helps,
cheers,
Nicolas