The native BigQuery connector works for personal account, not for service accounts, which is the more secure and auditable way to access your data warehouse. I would advise against using a service account wherever possible.
You also need BigQuery read and job execution rights for your personal account in GCP IAM Console and read access to the dataset you want to access in the BigQuery Console.
Another issue you could have is the billing project which can be different than the dataset project you try to access depending on your organisation. This can be changed by using M script edition in advanced configuration. See https://docs.microsoft.com/en-us/power-bi/desktop-connect-bigquery#considerations-and-limitations