There are still a number of aspects of more complex reporting that cannot be handled in PowerBI or in FetchXML (at least not without embedding a large amount of logic in your report itself that is *much* more easily handled in SQL). The given solution is generally to sync to Azure via the Data Export Service, to be able to run SSRS/SQL reports there. This would be fine, except the db created by the Data Export Service does not include the filtered views. This means all security has to be re-implemented (and maintained in parallel) in your reports.

If this db included/recreated the filtered views, this would make complex reporting a bit less onerous, if still not as easy as on-premise implementations.