Chris Webb explains what the Build permission actually does:
If there is sensitive data in your Power BI semantic model that you don’t want some users to see then you need to use row-level security or object-level security to control access to that data. You’re an experienced Power BI developer – you know that, right? But what about Build permissions? If an end-user only has access to a report you’ve built and doesn’t have Build permissions on the underlying semantic model, and if there’s no other security on the semantic model, can they access data in the semantic model that isn’t visible in the report? The answer is potentially yes: you can’t rely on Build permissions for security.
I’ve found that the best method of security is never deploying products to begin with. Also, never using a computer.