We have several users who have issues trying to view Power BI reports that are embedded in SPO sites.
It works fine in IE, however, when viewing the page in Chrome nothing loads. No error messages either, it just appears to never really process the PowerBI web part on the page.
The really odd bit is that if we open it in incognito mode...it works fine.
This older thread had the same issue but I have not seen any new info on it:
Has anyone else run across this?
Which method you used to embed power bi reports? publish to web, embed power bi to sharepoint, power bi embed?
Please share more information to help us clarify your scenario.