There is a limitation if you create a Power BI report based on a dataset in one workspace and publish to a different workspace, you and your users won't be able to download it. The download feature is not supported in this scenario. Download Pbix option is greyed out currently which need to be enabled
Needs Votes

Thanks for reporting this, we are planning updates to the download PBIX functionality soon. Please vote on this idea to help us prioritize this versus other improvements in the same space.