No idea what 'power BI' is in particular, but R has over 10,000 packages, so I could imagine 'power BI' covers a small component of what R has to offer. Also if 'power BI' is a commercial software, it likely does not get updated as fast as R packages, since they don't have to wait to be industry vetted and released via an update or maintenance package.

For example, I use SAS for many core analytics, but it does not have LASSO logistic regression for the binomial distribution, so I perform that along with correction for possible false discovery related to the model building process in R. I can think of countless procedures that are available in R, but not say SAS or STATA, etc. without using tedious macros.