I tried a CSV file, imported the dataset - but I don't see a SECURITY option in the [...] menu.
Just out of a meeting with Power BI reps, they claim it is best practice with Power BI / Dynamics AX 2012 to implement security at the SSAS level. I'm used to another BI product that has an interface for managing roles and data filters.
I'm going to have a technical deep dive with their rep in the short term, I will dig in deeper with them on this. Thanks very much for your assistance. I'm still puzzled by this, but I won't ask for more of your brain cycles on this item. I'll let pre-sales do some of the heavy-lifting 
