Good news! You can now analyze your Facebook Campaigns using this Power BI Template that I have created.
With this template you can pull data from Facebook Marketing API, and analyze data for your campaigns, ads and ad sets. The template comes with a prebuilt report showing your campaign insights and drills through ad set and ad details.
You only need to provide your AD account ID and access token, the template will do the rest for you.
Grab the template from here
This is best done using a custom connector. But while the connector is not there have a look at this template.