Can you explain a bit more about why it's not applicable? Do you not have access to the ODBC connector in Power BI Cloud?
Having a search around I can think of a few ways of getting the information into Power BI:
Using Azure Data Factory as you currently. I see from this blog that you can create a live connection using the CData Connect Cloud Virtual SQL Server API. I'm not sure if this is what you are currently doing?
Using the Power BI Web connector, although looking at this blog I worry this will require polling.
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