Power BI Service REST API Data Source needs Header / Parameter Input
Currently, Power BI Desktop supports accessing REST API's as a data source from the "Web" connection. Under which, you may select an "Advanced" tab to enter parameters such as an API Key, or customized headers needed to access or authenticate data. It works perfectly.
Power BI Service however, does not support the headers or other parameters needed to access all API data the same way. It only offers API connections to be "Basic", "Windows", or "Anonymous".
Power BI Service needs an option for "Advanced" Web Connection to data sources to mirror what Power BI Desktop features.
Maria Cotton commented
Having Power BI Service be able to used the previously configured header fields would be very beneficial. Hopefully this will be considered by MS.