Sadly I recently learned that PowerBI does not send authentication credentials when fetching images so this is currently not possible directly from Central (docs: "make sure security credentials aren't required to access the image file").
I think adding anonymous access to images in Central is probably our best bet for this. There's a feature thread at Can we hotlink ODK Central media files?.
In the mean time, I worked with a project that needed to do this and we ended up mirroring all media files on a public server using the attachments API and a periodic task.