In Power BI, when connecting SSAS tabular data source in DIRECT QUERY mode, it will directly take the role security defined within Tabular model. We can't "Manage Roles" for Tabular source in Power BI Desktop. To edit roles and corresponding row filters, you have to do it in either SQL Server Data Tools (SSDT) or SQL Server Management Studio (SSMS). Please refer to tutorial below:
Tutorial: Dynamic row level security with Analysis services tabular model
Regards,
