If Assets/Insights are created under Jira, those will not appear automatically as fields available under the Power BI connector. It is needed to perform the steps described below to make them visible:
\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”.