In order to make Direct query more useful it needs to support data from more than one source.
This can already be done is just your connection becomes an import rather than a direct query. if you are consuming your reports in Power BI Desktop the refresh will update your data sources. If you consume this on Report server you can then schedule a refresh at whatever interval you desire and your data source will be refreshed when report is consumed. I think the confusion in this idea is it is not specific enough. I believe the need is to be able to connection to different types of data sources within a PBIX for example an SSAS and SQL connection at once.
