Although it is clear it is not that easy, it would be useful to have broader integration between the security roles of the application and those applied to the D365 datasets in Power BI.

So that the users would be able to refresh/see only the data they have D365 user access to, including data entity and row-level security.

There seemed to be earlier plans regarding the Entity Store "Auto-generated Power BI models, secured using Dynamics AX roles". That might be considered as a longer-term enhancement of what is already available: https://docs.microsoft.com/en-us/dynamics365/unified-operations/dev-itpro/analytics/secure-analytical-workspaces

For example, similarly to securing the Power BI model by company, it would be interesting to have an easier way to align other row-level security attributes. And minimize having to create and maintain multiple duplicated “scenario-specific” Power BI models, secured only with menu items, over essentially the same dataset just to support different user roles.