There is no official documentation that I could find stating that you cannot schedule refreshes against ADLS Storage Gen2 in the Power BI service. The next best thing I could find is this:
github.com/MicrosoftDocs/azure-docs/issues/38862#issuecomment-533949236
Can we get an official statement? I can refresh my ADLS Gen 2 source in Power BI Desktop, but not in the service, and I've seen several people run into the same authentication issue in the service.