Reza Rad gives us the value proposition behind Power BI Dataflow:
If you don’t have an account in Azure or you don’t have a subscription that you can use for Azure Data Lake, No need to worry! You can still use Dataflow. The whole process of storing data into Azure Data Lake is internally managed through Dataflow. You won’t even need to login to the Azure portal or anywhere else. From your point of view, in the Power BI website, you create a dataflow, and that dataflow manages the whole storage configuration. You won’t need to have any other accounts or pay anything extra or more than what you are paying for Power BI subscription.
Click through for use cases and some tips.