Shared Datasets are not supported with cloud hosted iSAMS
https://support.isams.com/hc/en-us/articles/115013288408-Shared-Data-Set-Not-Supported
The SQL Server and Reporting Services used in the cloud platform are version 2016.
SQL Reporting Services 2016 does support shared datasets according to Microsofts documentation.
https://docs.microsoft.com/en-us/sql/reporting-services/work-with-shared-datasets-web-portal?view=sql-server-2016
It looks like a very useful feature that could help a lot with code reuse in a system without stored procedures has been disabled.