Unable to connect Power BI to Azure SQL DB - powerbi

I am using a service account (AD account sync’d with Azure AD) to connect to Azure SQL DB (Note: SQL account connection works but need AD account to work)
Service account (abc#xyz.com) has ‘Read/Write’ access on Azure SQL DB
Service account connection works from (SQL studio) SSMS.
I am getting "Microsoft SQL: Cannot open server '#xyz.com' requested by the login. The login failed" error. I don't understand what I am I doing wrong here. The account has been created in DB, it has access and still it doesn't connect.

That server name is too short to be an Azure SQL Database.
It should be something like name.database.windows.net

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Error ID: 4db6a388
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