We are pleased to announce Azure Analysis Services now provides integration with cloud data sources residing on Azure Virtual Networks (VNets). Organizations use VNets for enhanced security and isolation. Cloud data sources such as Azure SQL DW and Azure Database can be secured with VNet endpoints.
Azure Analysis Services inbound traffic can be controlled using firewall rules. However, Azure Analysis Services requires access to data sources in-order to perform data refresh operations. If the data sources are cloud-based and secured with a VNet, it is necessary to provide access to Analysis Services. This can be done using the AlwaysUseGateway server property.
Read about it in the Azure blog.