Some customers want to get the credentials to connect to their D365 F&O UDE environment's AxDW, but there's no available option. From the below official doc, there is only option to connect to the AxDB:

https://learn.microsoft.com/en-us/power-platform/developer/unified-experience/finance-operations-product-db-access

For example, if customer had customizations to a Power BI report for F&O and they need to refresh the data sources against the AxDW database in UDE, there is no JIT credentials option available for them.

Or if customer needs to create some Power BI embedded analytical reports which requires to access the local Entity Store database AxDW:

Reference: https://learn.microsoft.com/en-us/dynamics365/fin-ops-core/dev-itpro/analytics/author-distribute-power-bi-reports?context=%2Fdynamics365%2Fcontext%2Fcommerce