In May 2017 Power BI Desktop started supporting creation of DAX measures when working in live connect mode to an external SSAS model: https://powerbi.microsoft.com/en-us/blog/power-bi-desktop-may-fea...
This feature is really needed by my client, using Power BI online. They hold back-office transport data that will be stored in SSAS Cubes, and accessed securely by their customers, as a live connection. Admittedly it's my error for not doing due diligence, but if we'd known this functionality wasn't available we would probably not have gone the Power BI route. So yes please, on Desktop and Online!
