Is directquery mode in your case? You'll have to update the connection string in in directquery mode connecting to Azure SQL database.
If it is not your case, can you post the code snippet embedding report? I use below sample to embedded report in Javascript and it works.
<html><script src="https://microsoft.github.io/PowerBI-JavaScript/demo/bower_components/jquery/dist/jquery.js"></script> <script src="https://microsoft.github.io/PowerBI-JavaScript/demo/bower_components/powerbi-client/dist/powerbi.js"></script><script type="text/javascript">
window.onload = function () {
var embedConfiguration = {
type: 'report',
accessToken: 'eyJ0eXxxxxxxxxxxxTPrKUTmxWApYaTSonFJ5kM',
id: '8e84xxxxxxxxxxxxxxxxxe07a6823ca9',
embedUrl: 'https://embedded.powerbi.com/appTokenReportEmbed?reportId=8e84b28d-xxxxxxxxxx07a6823ca9'
};
var $reportContainer = $('#reportContainer');
var report = powerbi.embed($reportContainer.get(0), embedConfiguration);
}
</script><div id="reportContainer"></div></html>