Good question! Yes, there is already a suggestion for that, see SQL/Power BI connector for Tempo.io.
Tempo - although visually integrated in JIRA - is a total independent cloud application and cloud database, fully separated from Atlassian and JIRA data centers.
So far, the integration has not been added although it is being considered. In case of urgency, it can be prioritized, but that requires a small investment and role as “launching customer”. For such, please reach out through the email address sales@invantive.com.