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Azure Analysis Services integrates with Azure Active Directory (Azure AD) to allow users within an AAD tenant to log into a server. Customers have asked for the ability to allow users from other organizations to access their models in Azure Analysis Services such as when working with partners or vendors.
When a user connects to a server from a client application like Power BI or Excel, or a tool like SSMS or SSDT, Azure Analysis Services checks with the Azure AD tenant associated with the subscription that the server belongs to in order to verify the user has an identity in that tenant. If the user has an
identity in the tenant, and that identity is included in a server or model database security role, the user is granted access. A server can only be associated with one Azure AD tenant, which means that all users of that server must be in that tenant.
Read about it on the Azure blog.