Left Outer Join in Direct Query report

Hi Anonymous - you absolutely can do a merge in Power Query. This is a Direct Query to the Contoso DW database. The SQL generated is:

select [$Outer].[OnlineSalesKey],
    [$Outer].[StoreKey],
    [$Outer].[ProductKey],
    [$Outer].[PromotionKey],
    [$Inner].[Store Manager]
from [DaxBook].[Sales] as [$Outer]
left outer join 
(
    select [_].[StoreKey] as [StoreKey2],
        [_].[GeographyKey] as [GeographyKey],
        [_].[Store Manager] as [Store Manager],
        [_].[Store Type] as [Store Type],
        [_].[Store Name] as [Store Name],
        [_].[Status] as [Status],
        [_].[Open Date] as [Open Date],
        [_].[Close Date] as [Close Date],
        [_].[Zip Code] as [Zip Code],
        [_].[Zip Code Extension] as [Zip Code Extension],
        [_].[Store Phone] as [Store Phone],
        [_].[StoreFax] as [StoreFax],
        [_].[Continent] as [Continent],
        [_].[City] as [City],
        [_].[State] as [State],
        [_].[CountryRegion] as [CountryRegion],
        [_].[Address Line 1] as [Address Line 1],
        [_].[Address Line 2] as [Address Line 2],
        [_].[Close Reason] as [Close Reason],
        [_].[Employees] as [Employees],
        [_].[Selling Area] as [Selling Area],
        [_].[Last Remodel Date] as [Last Remodel Date]
    from [DaxBook].[Store] as [_]
) as [$Inner] on ([$Outer].[StoreKey] = [$Inner].[StoreKey2])

You can see the last section does the join. The Merge dialog looks like this:

Definitely do the merges in Power Query. Please post back with specific issues you face.