I haven’t looked at PowerBI Gateway before, but its use case, as I understand it from a quick review, is to essentially establish a kind of VPN to provide generalized access to resources on a private network to apps and functions in hosted in Microsoft’s cloud environment.
There is already a feature request titled Cloud instance support VPNs or SSH tunnels that I think describes the same want/need for n8n cloud. The general answer/response to that so far is a push toward self-hosting n8n, but you could add your vote to it and/or comments that might further clarify the need for it.
IMO, when/if n8n offers the ability to use a hosted/cloud instance, connected to a private network instead of the public internet, there could be quite a few customers interested in setting things up that way. For now, though, that doesn’t seem to be an option.