Having used SSRS previously and now using Power BI. I can see the reason for confusion.

Power BI was designed from the ground up to use a STAR schema as the data source. This means you have a central fact table that is filtered by linked dimension tables. That is the pattern that most data warehouses will use. If a Star schema is designed well. In conjunction with the veripaq engine then it can wgive very fast results.

The solution that is described might not work easily with Power BI. Also means that not using a number of other advanced features. Such as the vertipac engine, the DAX language and all that offers.

Whilst the approach that is suggested to use a stored proc with parameters is one solution. it will come with certain downsides such as those noted above.

Thinking of Power BI as "just" a report tool, can mean that there are advantages. Also other benefits that cannot take advantage of. To make use of these other advantages requires a change of mindset. This is not easy, that said I do consider it worth the time.

Is Power BI the right tool, that I cannot comment on without more information. It is now possible to host Paginated reports (SSRS) in the Power BI service. So that is also an option.