Ginger Grant notes that there have been some big changes to Power BI security:
People who have been granted Power BI administrator rights will also notice a modification to the Admin screen. The March 2017 update to Power BI provides a major change to the security model in Power BI. Previously all the security settings were set at the Tenant Level, meaning that all the privileges were granted to all users. If I wanted to allow one group within the organization to be able to publish reports to the web, but I did not want to allow everyone to publish reports to the web, there was no way that this could be accomplished. All that has changed. It is now possible to include or exclude groups of users from having rights in Power BI. Users can be classified into security groups in Azure Active Directory, either through the Office 365 Admin Center or via the Azure AD Admin Center. Once created the security groups can be used in Power BI. Security Groups are not the same thing as the groups created in Power BI when a new work group is created.
Read the whole thing.