This error is thrown by the Connect Cloud Power BI connector, and typically indicates that the is getting data from the built-in CData Connect Cloud connector rather than one of the installed Power BI connectors. If you are attempting to use an installed Power BI connector rather than Connect Cloud, you will need to open Power BI and go to Get Data → CData aData Source].

If the CData aData Source] option is not appearing, please see the following post: Power BI Connector not showing up in Get Data window | Community (cdata.com)