Share out internal App

OK, I have a Premium Workspace with reports in, I have published the App and under Audience, have shared it to an Azure Active Directory Security group. My issue is, these people can access the App and see the reports in it, but do not see any data. All visuals are blank. What am I doing wrong?..
In a Dataset > Permissions, under Direct Access is the name of the Group as above with Permissions, App, Build.

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