Koen Verbeeck can only enter a tenant with explicit permission:
Sometimes your Microsoft Entra ID account (formerly known as Azure Active Directory) is added as a guest user in another tenant. This happens quite a lot when you’re a consultant and your client can’t create a new user in their own tenant, so they add the account of your own company as a guest instead. If you’re not a consultant, it can also happen after a merger or acquisition and you’re suddenly stuck with multiple tenants.
Yeah, this is a real annoyance with Microsoft Fabric / Power BI. Koen links to a 5-year-old feature request that I recommend upvoting.