I have run the Set-AdminPowerAppApisToBypassConsent -AppName XXXXXXXXXXXX command for many apps and it works for me for all the PowerApps which has datasource as SP list.
But in one of the PowerApp in which I have added MSN Weather as a data source, It is still showing the below popup when we open the page.

When I run that command in PowerShell it shows me below details
StatusCode : 204
StatusDescription : No Content
Content : {}
RawContent : HTTP/1.1 204 No Content
Vary: Authorization,Accept-Language,Accept-Encoding
Strict-Transport-Security: max-age=15724800; includeSubDomains,max-age=15724800; includeSubDomains
x-ms-islandgateway: GA...
Headers : {[Vary, Authorization,Accept-Language,Accept-Encoding], [Strict-Transport-Security,
max-age=15724800; includeSubDomains,max-age=15724800; includeSubDomains], [x-ms-islandgateway,
GA0000002,ga0000013], [x-ms-request-id, westeurope:00000000-0000-0000-0000-000000000000]...}
RawContentLength : 0
Please suggest me something.