Data Gateway SSO AD Authentication

Good morning,
An SSO support for AD in the Data Gateway should be a mandatory feature.
If you have an AD user with Office365 who authenticates with SSO, it cannot be possible to use the same account to configure the Data Gateway, because you are passed to an HTTP web request during the login process that concludes into an error.
In many companies, Office 365 users have a unique consolidated organizational account, managed at Corporate level with defined security rules and procedures that the affiliates are not able to overcome. When these users would like to integrate Analysis Services in Power BI Service, they have to install the Data Gateway but if they have the SSO enabled, it would not be possible to use the same account for its configuration.
The dirty way to solve it is to create a non-AD user directly on your O365 Tenant, granting that user a Power BI license, but only if the procedure agrees with the company IT rules. In the worst case, in order to overcome the SSO, they should open a second organization with second account without the SSO.