The issue is that most of all visuals tooltips not show proper format of a measure, which was formatted on SSAS side.
I have SSAS database with an Adventure Works cube. I connect to it from Power BI Desktop (2.65.5313.701 64-bit (December 2018) version from Microsoft Store). I've tried other versions of Power BI Desktop as well. The result is the same.
I create a table with two fields: Sales Territory Region and Internet Sales Amount and a map where Sales Territory Region is a location and Internet Sales Amount is a size. In a table, I'm able to see the proper format of a measure but in a map tooltip, I see not formatted number instead of currency.