Virtual Network Data Gateway, data set to enable service principle or managed identity authentication

https://docs.microsoft.com/en-us/data-integration/vnet/use-data-gateways-sources-power-bi

When adding a data source to a gateway cluster in gateway management there are currently two types of authentication enabled - 1) Key 2) OAuth

Key is not always suitable because often the requirement for this configuration is driven by data security.

OAuth is usable but requires an AAD user account to be created and managed.

It is usual for authentication needed for application to application to use a service principle (register and app in AAD) or a managed identity. In many cases I believe it would be preferable to enable authentication using a service principle or managed identity for Azure resources rather than a user account for OAuth.

https://docs.microsoft.com/en-us/azure/active-directory/managed-identities-azure-resources/overview

This would further increase the security that a PowerBI virtual network data gateway brings to PowerBI, which is essentially the primary reason for implementing data set access via this method.