This is due to two settings:

1. Tenant-level setting for Power BI Service
2. Power BI Desktop Security Setting

The first setting will affect you if you are signed in to Power BI Desktop.

The steps to enable the Service (You need to be a Power BI Admin)

1. Click on the Setting icon at the right-top
2. Use the Admin Portal Option
3. On the Admin portal, choose Tenant settings and scroll down
4. Enable “Map and Filled Map visual”

To enable it on Power BI Desktop

1. Go to File
2. Options and Settings -> Options
3. Global -> Security
4. Enable: “Use Map and Filled Map Visuals.”