I have set up a SQL Server database in Azure and added an Azure AD group with a few members.
When I connect with SSMS using my Azure AD account, this works fine. But when i use the same credentials under User Alternate Credentials in Power BI desktop, it fails to connect: Could not authenticate with the credentials provided. Please try again.
I log on using @.com with the correct password and the server and database selected in the drop-down box.
AFAIK, the PowerBI desktop doesn't support to connect the Azure SQL database using the Azure AD account. Please refer this thread for the similar question .
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