The desktop version is free, no strings attached. However the value comes from publishing to the web service for sharing etc. That's not free. It can be cheap, but when you have a lot of users the "premium capacity" can be quite expensive.
Edit...just to add to this. I personally pay for it and it's $5/mth. Premium capacity can be a lot more...but if the Data Scientist needed a license, it may have only been $5/mth, paltry compared to a data scientist salary.
1. In general the idea of a separate reporting DB maintained by separate people who might not understand the semantics of schema changes seems inefficient in a world of cheap compute, compared to an application exposing key metrics directly. Upgrading every two weeks with an ETL pipeline off an app can result in RTL breaking every two weeks. Better just to release metrics from the same team that makes any other changes.
2. I think connecting hosted PowerBI to a IP-whitelisted Azure blob store is not possible, and that just seemed silly.