Paginated reports don’t have a built‐in way to define static RLS directly like Power BI Desktop reports do. In a paginated report you only have the dynamic (user identity–based) option available. The common workaround is exactly what you mentioned: build a Power BI dataset (or an Analysis Services model) that has static RLS defined (with roles and static filters) and then have your paginated report use that dataset as its data source. That way, when the report runs, the dataset’s RLS (static or otherwise) is already in effect.

In short, if you need static RLS with a paginated report, creating the Power BI data model with RLS and connecting your paginated report to that model is the recommended solution.