Power BI.com use the Azure AD to authenticate. So if you embed report via Power BI REST API and your web site uses Azure AD as well, I guess this artilce values. What is application access and single sign-on with Azure Active Directory? For further technical support, Azure AD forum would be a proper place to ask for help.
Alternatively, you could choose Power BI Embedded, which doesn't ask for logging in. Check more details What is Microsoft Power BI Embedded.
Also check Rest API vs Power BI Embedded.