When viewing the role center an unexpected error is displayed in Dynamics 365 Financials:
"An error occured while trying to get reports from the Power BI service. Please try again or contact your system administrator if the error persists"
Ensure the User is added to Dynamics 365 Financials and has a Web Services key.
Verify the OData URL connection.
Ensure the user has been assigned the required Power BI License (Free license type is expected to work for the use case).
If these suggestions do not resolve, try removing the Dynamics Financials license under Office 365 Admin, save and add the license back again.