If you want to use Power BI integration option, you will be required to grant ShortPoint Azure AD App to your Office 365 tenancy. This article will explain what rights you will need to grant access to your tenancy. The directory role required for a user to authorize App is Application Administrator. Follow these steps to promote a user as an App Administrator.
Go to your Office 365 tenancy Admin portal.
From Admin center, select Azure Active directory:
Select Azure Active Directory and Users:
Choose the user whom you want to promote as Application Administrator.
From Directory Roles option, click Add Role:
Check Application Administrator and click Select.
Note: Please be aware that Application Administrator role is a minimum required role, a user having Global Administrator role can also add app.