240 votesSharon Finley commented
I've gotten around the limitation by passing the local file name as a parameter to a page I named redirect that has nothing but this script on it.
var filename = location.search.split('dmf=');
So my power bi link is "https://www.myweb.com/redirect.aspx?dmf=<local file name>
This work but I agree it would be so much better if it was a native feature.