I don't think you can do that with the Anaplan native connector. I'm pretty sure that's possible using DirectQuery or using a data mart/data lake in the middle. So instead of sending your Anaplan data directly to Power BI, you first go to a data lake. Then put it on DirectQuery or use a scheduler to refresh the data.
Hmm the native Power Bi Connector may not have that functionality yet. A data lake may work.
An alternative approach may be scheduling/exporting your Anaplan Export as a CSV to a specified file location in a cloud storage location, and then scheduling a refresh against that.
Anaplan -> schedule an export using an ETL tool (see link below utilizng an older workaround) -> Local or Server Enviornemnt, CSV file generated-> Online Cloud storage (One Drive or Sharepoint etc.) -> Connect with PowerBi. Doing this may help refresh your data on a scheduled basis.
Not sure if this is what you meant, but if you publish your report you can set up the connection. You might have to change the source credentials but should work more or less just like any other scheduled refresh:
1. Build your report using Anaplan Native connector as a data source and publish it online
2. Go to data source settings and choose scheduled refresh:
3. Set up Data Source credentials (BASIC, email + Password) & Set up the Scheduler
Should be good to go. Only thing is that you can only use the basic authentification, so you can't be a SSO user.