Dany Hoter keeps it all on the Azure backbone:
The PBI developer creating datasets and reports need to connect to the ADX cluster using Power BI desktop.
To establish such a connection, the user’s IP address should be allowed access to the private end point.
The access should be tested using Kusto Web explorer (KWE) to make sure that the cluster can be reached.
If KWE can connect , Power BI desktop should also connect successfully and a report using the cluster in Direct Query or import can be created.
That’s the goal, and Dany shows us the way to do it.