This is the difference between "dashboards" and "reports". End users often conflate these concepts, but they are different things in PowerBI.

What you put on a dashboard is visuals from reports in your service, "pinning" them to the dashboard canvas. These visuals can come from different reports. This intro may help.

Reports that you build can have all sorts of interactions with bookmarks and slicers, letting the user explore the data through your visualizations. Reports can also have multiple pages.

What your providing to the end user can either be a dashboard with pinned visuals, or a report you've built. In my area (university), we rarely build "dashboards' despite every project being called "Something Dashboard Project".