Hi Clay,
Welcome to the Atlassian Community!
While many Power-Ups are offered for free, Power-Ups that integrate with third-party services are only connectors between those services, and in order to take advantage of these connectors, you'll need to have an account for the other service as well.
Because many of those services are provided by separate companies, that are outside of Trello, any costs associated with their products are also separate.
With that said, I must admit that we don't have any in-built integration with Power BI, and this Power-Up wasn't designed by us.
I've tried adding this Power-Up to one of my boards and I've experienced the same behavior -- right after authentication you're requested to purchase a subscription. So this does seem like expected behavior, but it's not controlled by us. In order to take advantage of the Power-Up, you'll need to purchase a subscription first.
Another option would be to try looking for an alternative Power-Up. There might be some other free options!
Alina | The Trello Team
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