Blank white authentication window while logging into PowerBi gateway

We are installing PowerBi gateway on the on-prem server (win 2019) to connect to Azure powerBI SAAS offering. After install when you launch it asks for email address. After entering the email and clicking next, a Microsoft online authentication window is supposed to come up. But for us it is blank white in color and no field to enter username/pass.
Is this due to java script being blocked as we are running the service under service account or is it due to the proxy blocking a URL?