Power BI & SharePoint Online: Web Connection fails

Hi,

I'm trying to connect to our SharePoint Online portal but via "Web" option but it always fails saying authentication failed. I do use "Organizational account" method and logging in with our official ID.

The SharePoint site loads fine in browser. I'm also able to connect to the site through Get data > SharePoint Online List! It's just the "Web" mode that's not working through any means. I did clear all the permissions of this site in the Options and settings > Data source settings and tried but it's the same result.

Please advise.