I have an Azure SQL Database that has Azure AD Authentication set to true and an Azure AD user is the owner of the database. I have added another Azure AD user as a login to the database. I have an Azure VM running SQL Server Management Studio and Power BI Desktop. I want to connect SSMS and PowerBI to the SQL Azure Database with the Azure AD user.
I can connect SSMS to the database with my AD user and see the tables that only the Azure AD user has access to. However, when I try to connect PowerBI it asks me to sign in (Which I do so correctly, so it is not an issue with the AD Authentication) and then when I click on the "Connect button" it says "We couldn't authenticate with the credentials provided". I have checked the Windows event logs and there are no errors.
If I change to the SQL Login instead of AAD then I can connect to the database, so I believe that rules out the SQL firewall. To be safe, I added the IP address to the SQL server firewall and set "Allow access to Azure services" to true.
How can I debug this issue further to find out why other clients can log in to SQL with Azure AD but not Power BI Desktop?
https://screencast.com/t/JI2lmCquVD
Note: The AD Users are AD B2B Guest users in the Active Directory. As mentioned, this works fine for SSMS.
I am on Power BI Desktop Version: 2.59.5135.421 64-bit (June 2018)