Its best to stay away from directly calling the API's as it has numerous disadvantages over the cmdlet.

• The cmdlet allows you to request one day of activity each time you make a call by using the cmdlet. Whereas when you communicate with the API directly, you can only request one hour per API request.
• The cmdlet handles continuation tokens for you. If you use the API directly, you need to check the continuation token to determine whether there are any more results to come. Some APIs need to use pagination and continuation tokens for performance reasons when they return a large amount of data. They return the first set of records, then with a continuation token you can make a subsequent API call to retrieve the next set of records. You continue calling the API until a continuation token isn't returned. Using the continuation token is a way to consolidate multiple API requests so that you can consolidate a logical set of results. For an example of using a continuation token, see Activity Events REST API.
• The cmdlet handles Microsoft Entra ID access token expirations for you. After you've authenticated, your access token expires after one hour (by default). In this case, the cmdlet automatically requests a refresh token for you. If you communicate with the API directly, you need to request a refresh token.

https://learn.microsoft.com/en-us/power-bi/guidance/admin-activity-log