According to the screenshot, it seems like that you can drill down the hierarchy in excel, right? So have you tried power bi desktop, and can you connect to the MS Project Online Report in sharepoint using sharepoint online list and drill down the hierarchy chart in power bi desktop?
Community Support Team _ Jimmy Tao
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I can drilldown this project in "MS Project Client" but when I created "sharepoint online site" in "project online", shared this .ppm file to that "sharepoint online site" and added service "Project Online" in "Power BI Pro" to see reports but I cannot drilldown. In addition, I opened "MS Project for PBI Content Pack" in PBI Desktop and get data from "Sharepoint Online Site" I cannot drilldown as above. You can see images as attached....