Power BI dataset in PBI desktop
The PowerBI dataset that OMS creates via the PowerBI OMS export is apparently ONLY available in the PowerBI service (the website). We can't access with PowerBI Desktop, therefore we can't create datamodel or create measurements for the OMS exported dataset. This makes the excel connection completely useless.
Later this year we’ll be updating the way we integrate with PowerBI and this will include support for PowerBI desktop.
Tom Bromby commented
Allowing integration with Power BI desktop is a must have- either natively through OMS or exposing an API that we can use as a query source