Accessing CDS ( aka Dataverse) using SQL

Hi

I believe there is a major flaw in accessing the CDS using SQL which seems to be a new way of accessing CDS from PowerBI.  This needs port 1433 opening The request is not https so is not secure and most self respecting Security people would not allow unfettered access to port 1433 and therefore not allow port 1433 to be opened on the corporate firewall.

Have I missed something ?

Regards

Nigel