The issue is related to time zones. You're entering date via powerapps, which defaults the time element to midnight (all dates/datetime have a time element). When this is stored in the underlying 'database', it's stored as UTC time, so gets converted.
In my case, UK BST (UTC+1), when picking a date of 30th June, it creates it as 30th June 00:00:00 and stores that as 29th June 23:00:00 in the underlying UTC database. Powerapps converts this back into my local time when displaying it - so there's no issue there.
However, when reading this time via, say N52, or Synapse, the time is retrieved in UTC format. In our case, the Synapse link puts the date into the datalake in UTC format, but we pull it into our data warehouse and strip the timezone info off the date format (SQL Datetime2 field), and so cannot display the date in PowerBI using the users local timezone.
The fix to to run a localtime conversion on all dates when retrieving them for use with powerBI
Rgrds
Callum