We will need to create workspaces within the Power BI app in your Office 365 tenant. By default, we should have the necessary permissions to do this, but could you please verify that this is the case?

In the Power BI Admin portal’s Tenant settings, there is a new option that determines who can create workspaces using the new workspace experience preview. By default, this setting inherits the same permissions your organization has configured for who can create Office 365 Groups.