We recently released the ability to export data from tiles and visuals to a CSV file. This may work for y’all as a workaround until we add the ability to directly copy and paste the visual or data. You can read more about it here: http://blogs.msdn.com/b/powerbi/archive/2016/01/06/power-bi-service-update-0106.aspx#exportTile. Be sure to let us know what you think about the feature!
An error occurred while saving the commentDave Roberts commented
This is possible if you've got a dedicated GIS program and use the shapemap visual. We've been using ArcGIS to create custom shapefiles for this purpose (by using the Dissolve tool), then using a website called Shape Escape to convert to TopoJSON and they're importing beautifully into Power BI Desktop. Tried converting using another website, and it wasn't playing nicely when imported - but I'm not affiliated to the website mentioned above either - it just works.