Hi
According to your description, when you click on "OneDrive" button like below then the error throws out, right?
Based on my test, wherever we click this "OneDrive" button on My Workspace or Group Workspace, the opened page will direct to our own OneDrive for Business site with the same account used in Power BI Service. In your scenario, have you enabled your OneDrive for Business site before? For this issue , you can contact OneDrive for Business experts for help at this link: http://answers.microsoft.com/en-us/msoffice/forum/msoffice_onedrivefb?tab=Wiki&auth=1.
In addition, in your scenario, please try to go to that Power BI group workspace, and connect to OneDrive file by clicking Get Data-> Files->OneDrive - <group name> to check if you can get file lists.
Best Regards,
Qiuyun Yu