Connection to windows Defender Security ATP data from Power BI Service using App Authentication.

We have created a Power Bi dashboard that connects to ATP portal to get data (https://api.securitycenter.windows.com). It is working fine in Power BI Desktop using App Authentication.
We have also tired to connect to dashboard from Power BI Service using App Authentication. But we were unsuccessful as Power BI Service now does not support App Authentication. Hence Requesting for the feature so that App Authentication is supported in Power BI Service so that Power Bi dashboard that connects to ATP portal to get data using App Authentication can be Achieved.