SSAS Connection String - Application Name

Hi

We are using the SSAS DMV's to extract usage information via DISCOVERY_SESSIONS, DISCOVERY_CONNECTIONS, and DISCOVERY_COMMANDS. DISCOVERY_CONNECTIONS has a column for the application (CONNECTION_HOST_APPLICATION). This is very handy as we have our cubes being queried from 3 main sources (Power BI, SSRS, and Excel). I found that this column is not populated for these 3 but for some other apps (Dax Studio and SQL Management Studio) it is populated. I have read that you can set the Application Name in the connection string of the cube. I have tried this in various different ways, but nothing is working. Is there something that I am missing. Below is an example of a connection string for a power bi dashboard connected to a cube (both in house/on prem):

Data Source=srv999999;Initial Catalog="Blah Blah Cube";Cube="Blah Blah Model";Application Name=PBI;