Power BI Admin Portal
To use the Filter by List Pro version, you'll need to enable two settings on the Power BI Admin portal https://app.powerbi.com/admin-portal/
Please make sure that you have the required access to the Admin Portal - Tenant Settings.
Under 'Tenant Settings' you'll find the 'Power BI visuals' section and you need to enable both settings:
'AppSource Custom Visuals SSO'
'Allow access to the browser's local storage'

Here is the Microsoft documentation regarding these settings:
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