Issue with setting connection with embedded Power BI c#

We have muti tenant DB, with PowerBI Embedded - in order to run the report for each tenant, my uderstanding is we have to clone the report, then set the connection string. When we do this, the connection string does not change, but we receive no errors - see code below:

CloneReportRequest cloneReportRequest = new CloneReportRequest()

                                                                                  {

                                                                                                Name = $"{newReportName}-{Host}"

                                                                                  };

                                                                                  report = client.Reports.CloneReportInGroupAsync(groupID, report.Id, cloneReportRequest).Result;

                                                                                  var dsnArray = hostDataRepository.Get(Host).DSN.Split(':')[1].Split(';');

                                                                                  var datasource = dsnArray[0];

                                                                                  var initialCatalog = dsnArray[3].Split('=')[1];

                                                                                   ConnectionDetails connectionDetails = new ConnectionDetails()

                                                                                  {

                                                                                                ConnectionString = $"data source={datasource};initial catalog={initialCatalog}; persist security info=False"

                                                                                  };

                                                                                  var setConnections = client.Datasets.SetAllDatasetConnectionsInGroupAsync(groupID, report.DatasetId, connectionDetails).Result;