PowerBI Embedded problem with Direct Query on Azure SQL

Hi,

I have a Power BI Embedded report with an SQL Azure data source using the Direct Query method.

First I created a PBIX file using Power BI Desktop and then uploaded it using the Power BI Embedded sample app.

When embedding the report on a web page (using the JavaScript SDK), all visualizations of the report fail to load.

If I use the Import method instead of Direct Query on the same dataset, the visualizations show up fine.

Any ideas why Direct Query isn't working on SQL Azure datasources?

Do I have to provide the credentials for the data source somehow after uploading the PBIX file?

Thanks