About limitation that each user can only have one set of credentials per data source.

There is a restriction that each user can only set one credential (and authentication method) per cloud data source.

However, even with one data source, there are scenarios where an user need to create multiple datasets according to requirements, such as OAuth2 authentication or Basic authentication.

Therefore, please consider to mitigate this limitation.

Accessing cloud data sources

https://learn.microsoft.com/en-us/power-bi/connect-data/refresh-data#accessing-cloud-data-sources

Each user can only have one set of credentials per data source, across all of the datasets they own, regardless of the workspaces where the datasets reside.