Dear Khin Kye Sin,
Using the shape map visual with custom JSON files is in deed a bit tricky in Power BI. Please make yourself familiar with the GeoJSON and TopoJSON file formats before creating custom JSON map files. Power BI supports topologies in GeoJSON files and it supports TopoJSON files, but it does not visualize GeoJSON features. Maybe this is your situation: Popular GIS software visualizes GeoJSON files in layers no matter whether they contain topography or features and not all of them make it easy to recognize what is in your file technically. Looking into the JSON file with a text editor brings clarity. You also have to make sure that effective coordinates in the file are valid and correct geographic coordinates with an x-coordinate between -180.0 and 180.0 and a y-coordinate between -90.0 and 90.0 no matter whether using quantization in your JSON file or not.
Please also be aware that the shape map visual does not support drilldown. Instead, if you want to allow for drilldown you can use the fill map visual. This does not require a map file and it also has all boarders of Myanmar included already.
I have attached two files for you, a PBIX file showing fill map and shape map for Maynmar and a TopoJSON file of Myanmar that works with Power BI. The fill map implements drillup/drilldrown, you can try it out.
If you have a JSON file that you want to use with Power BI that does not work, maybe, depending on what is incompatible with Power BI, a quick fix could be loading your file to https://mapshaper.org/ and then export it as TopoJSON, then use the TopoJSON file in Power BI.
Maps-Myanmar.pbix (44.0 KB) MMR-WGS84-EPSG4326.json (42.3 KB)