I don't know much about PowerBI but the last answer at the following link appears to be the ticket. You'll need to change all the reports once but then you'll be good to go forever after that. Basically, the create an ODBC DSN and then point to that as the server name. If the underlying server for the connection changes, then you just change the connection and you're good to go for everything that's pointing at the ODBC connection.
It does seem that there should be a way to change all of the existing reports in one swell-foop but perhaps not. Like I said, I know very little about PowerBI and, to be honest, have never actually used it.