If Assets/Insights are created under Jira, those will not automatically appear as fields available under Power BI connector, to make them visible it is needed to perform the steps described below:
\uD83D\uDCD8 Instructions
Follow the instructions described by Atlassian in the following documentation to create an Insight Custom Field:
Power BI will only be able to extract information about “Insight Attributes” and “Insight Types”.