Connection between Azure Databricks workspace and Microsoft Power BI on Remote Server ( Jump Box)

Murtaza-007-007
Databricks Partner

Both (Azure Databricks workspace & Microsoft Power)  resided on  Jump box server (Remote Environment) Azure Databricks connector is not visible their, the connection is possible through Third Party tool but not directly with the built in connector, any idea why is this happening ?
Due to confidentiality, screen shot can not be shared.