If using PowerBI Report Server, a solution that worked for some users involved copying specific libraries from the PowerBI Desktop's bin directory into the PowerBI Report Server's PowerBI directory. This includes files like Microsoft.AnalysisServices.AzureClient.dll
and msolap.dll
When trying to connect from PowerBI Desktop to remote Analysis Services outside your domain, using "runas /netonly" and selecting "Windows credentials" at the credential prompt in Power Query might help. This approach was successful for a user who faced a similar connection issue
Otherwise try to increased Replica from 0 to 1. (I found many people doing this in some forums)