The Power BI connector in Workiva allows for integration with Power BI, enabling you to create and manage datasets, run, export, and clone reports, as well as list dashboards and reports in Power BI. However, specific report types designed in the Workiva platform, such as Sustainability reports, do not have direct integration with Power BI. If you wish to pursue this further, you may need to set up the Power BI connector by ensuring the necessary authentication via Azure Active Directory and performing necessary configuration steps.

See https://support.workiva.com/hc/en-us/articles/360045865152-Connector-to-Power-BI