Assume that you configure SQL Server 2016 Reporting Services (SSRS 2016) report server for Power BI integration. When you pin a report from the Reporting Servers report viewer, for example, http://myserver/Reports, to a Power BI dashboard, and you don't have edit permissions to any groups in Power BI, except for the default group "My Workspace", you receive the following error message:
You don’t have any dashboards
You need at least one dashboard that you have permissions to pin to.
Cumulative Update information
The issue was first fixed in the following cumulative update of SQL Server.
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. We recommend that you download and install the latest cumulative updates for SQL Server:
SSRS 2016 enables users to pin Reporting Services report items from the report viewer toolbar to a Power BI dashboard as a new tile. For more information, see Power BI Report Server Integration (Configuration Manager) and Pin Reporting Services items to Power BI Dashboards.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.