Reference: Download a report from the Power BI service to Power BI Desktop - Power BI | Microsoft Docs Datasets modified by using the XMLA endpoint can't be downloaded to a PBIX file.
Usage metric reports can't be downloaded to a PBIX file.Downloading a PBIX file after deployment isn't supported as part of the deployment pipeline (ALM).Datasets enabled for large models and the reports created from these datasets can't be downloaded to a PBIX file.Datasets with incremental refresh can't be downloaded to a PBIX file.Reports created in the Power BI service must be saved before they can be downloaded.This feature won't work with reports and the built-in downloadable samples originally created in the Power BI service, unless the report was created through the quick create experience.There are other limitations of downloading a PBIX file: You can only download the original report.The download feature is not supported in this scenario. 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.If your administrator has turned off the ability to download data, this feature won't be visible in the Power BI service.You can't download reports published earlier than that.
The report you're downloading must be published or updated after November 23, 2016.