Good morning,
We had run into this same issue using Okta local server to authenticate a user to Office365 through SSO. If you are passed to a HTTP web request during your O365 login process, you will run into this error.
In order to resolve, we created a user which logged directly into O365 without being authenticated through AD.
- Create a non-AD user directly on your O365 Tenant
- Grant that user a Power BI license
- Okta is not used for this user since you are logging directly in through O365 instead of authenticating through AD
For example: AD User was abc123@yourdomain.com
We created a separate user for O365 which didn't get redirected through Okta as pbiuser@<O365domain>.onmicrosoft.com
Hope this helps someone.
Thanks,
BPlantes