Earn a 50% discount on the DP-600 certification exam by completing the Fabric 30 Days to Learn It challenge.
This sounds like it may be a permissions issue; are you using the same user and domain name in the cloud as your on premise SSAS permissions?
Teal Canady
Connect to your SSAS server using the Power BI for desktop tool, create you report, publish it to PBI. When using the report after that it automatically utilizes the Gateway. You can also edit the report on PBI site of course.