You might be attempting to download a report from the Power BI Service to a pbix file and do not see that option or that option is not active or selectable. The reason you cannot select the option is most likely because the report was created in the Power BI Service as opposed to using the Power BI Desktop.

When a report is created in the Power BI Service, you are not able to download that report to a Power BI pbix file. That option is only available when you create the report using the Power BI Desktop and then publish it to the Power BI Service.
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