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Power BI Desktop to SSAS Error with No Models

Shabnam Watson takes us through various cases where you might hit an error connecting your Power BI Desktop installation to an SSAS server:

I recently ran into an error while connecting live from Power BI Desktop to a SSAS server. Everything was on-premises.There was no cloud component involved. I had full admin rights to the SSAS server and could see all databases and models from SSMS and other tools but was getting this error from PBI Desktop.

The Server you’re trying to connect to doesn’t have any models or you don’t have permissions to access them.

If I explicitly specified the name of the database I wanted to connect to, then it would connect and show me the database contents but if I did not specify the database name, I would get this error. The question is why?

Read on for several possible answers.