Unfortunately, I have never had the opportunity to work with Adobe Commerce or Magento Business Intelligence.. however, there does seem to be a community for the Commerce side (not sure how active it is), it might be an idea to cross post/explore to see if you can get some information:
https://developer.adobe.com/commerce/contributor/community/
However, your thoughts on the connection seem to make sense....
Do you have a Customer Success Manager? You can try reaching out to them to help provide you with support for initial setup.