Instead of having to connect a local version of R to Power BI, incorporate Microsoft R (MRAN) as a native function in Power BI Desktop. This functionality should be extended to enable the use of R for both query sources (fetching data) and for data transformations. R functionality should be extended to published reports in the cloud and scripts should reference a common R repository (like MRAN) for the execution of scripts in the cloud (for use in scheduled refresh of datasets or dataflows).
Now, I understand that, for security purposes, an extreme amount of vetting of R packages would need to be done before being added to the MRAN repository (as opposed to merely taking a snapshot of CRAN, if that's still the way MRAN functions). However, R is such a tremendous value add in terms of speed (relative to Power Query) for large datasets and row-wise calculations that I would love to have this extended R functionality fully incorporated into Power BI.