In my case, it points to the "https://app.powerbi.com/13.0.1700.1256/scripts/ai.0.js".
As to why it points to undefined/scripts/ai.0.js in your case, maybe due to geography factor, I guess you're redirected to an different Power BI cluster node, in which the utility.min.js may have issue to lead you to the correct path of ai.0.js.
I'm not quite familiar with Chrome dev tool, and in my case, it seems leading to a node as below(https://168.63.174.8/13.0.1700.1256/scripts/utility.min.js). Maybe we could find any clue by comparing the the utility.min.js difference if you can post the node address in your case.
You could also try to replace the app.powerbi.com in embed url with the my IP address to see if you would have the same issue or not.
I don't have further expertise on this and I'm not able to reproduce the issue on my side, so I'll still suggest you submit an support ticket.