Scenario: Separate data file and report file. Data file is connecting to SharePoint Online Lists using OData connections. Published to workspace. Report file is connected to data file via Power BI data connection. Published to workspace.
In the past, I've gone to app.powerbi.com, look at the report, the choose the Publish to Web to get an embed code. I put the embed code into a web page for anonymous access. Worked fine, no problems.
Until recently. I went to go refresh the embed code, and the only options I have is Embed securely or Embed securely in SharePoint Online, no Publish to Web option anymore. I'm wanting to publish reports anonymously so that not everyone in my organization has to go sign-up for yet another service.
Is it because the Data file is considered a Live Connection? According to this article: https://docs.microsoft.com/en-us/power-bi/service-publish-to-web, reports using Live Connections cannot Publish to Web.
Maybe you can try to use publish to sharepoint features to embed your report to sharepoint side:
I was cursing Microsoft, then realized I had been playing with roles from the security area within the modeling tab (in the desktop app). Check to ensure roles are configured correctly, or better, as a test, remove all roles and publish to see if the web option re-appears. Worked for me!