Couldn't load list of databases

I am new to PowerBI, and have not found an answer to my problem after searching the web.

I am running using app.powerbi and have installed the Data Gateway, and connected to the inhouse SQL database, all seems ok there.

I can see the database in the app.powerbi.com Data Gateway, and the status is "Online: You are good to go" (test all connections is giving the same status).

However when tryging to connect, using

   Get data -> Import or Connect to data -> Databases -> Get

Then I get a few options, I use the "Sql Server Analysis Services" -> Connect

Under servers I see my database connection, when I click on my db connection I get the error below.

If anybody has any inside, it would be most appreciated.  I am also connecting to this db using Excel and all is ok there....