Vote for this feature. Edit: this feature is now supported.
Alternatives would be publishing a public content pack like Salesforce does so it appears under the Get Data menu. Or sending your external people a Power BI Desktop file they can upload to their Power BI. Or you could provision users in your domain for your external people and have them log into your tenant.
Or if you want to host an Analysis Services model and let external people see it in Power BI here is an option.
Or if you prefer to use Azure Analysis Services then you can invite external users using B2B and they can consume in their own Power BI tenant. See the walkthrough here.