Analyze in Excel: How to force Credentials Window / Password Prompt to pop up

I need assistance to force Excel to ask for User Credentials / Password Prompt when accessing Power BI data.

I am using Analyze in Excel that connect to a Power BI datamodel that is located in the service.
I am logged into my Excel Desktop app and can see the Power BI Datamodel/Dataset.

However, once selected, as it tries to load there is an error that says:
"Cannot create the PivotTable. An error has occurred when creating the PivotTable. Please make sure that you have permissions to the data, that the model is valid and the credentials are correct."

There is a similiar issue when using Excel for Web.

The user profile has full permissions over the datamodel/dataset.

The first image is what I need to pop up.
The second image is the error I'm getting (without being prompted to confirm credentials. user already signed in)

credentials window pop up that is not appearingerror that is shown when trying to connect to Power BI datamodel/dataset