One of the current limitations of using PowerBI with Dynamics 365, is that it will not automatically map your OptionSet values with labels. For example if you have defined OptionSet values for Gender as 1 = Male, 2 = Female within PowerBI visualisations this would appear as 1 and 2 rather than Male and Female. Thankfully Gap Consulting have created a nice XrmToolBox plugin called the “PowerBI Option-Set Assistant” to work around this limitation.