There seems to be a connector for GA4 data now, unfortunately, although it works in the Power Query, as soon as you click 'Close & Apply' it fails with an error.
Error:
...
KNP
Super User
Super UserHey julienvdc,
In case Dataflows are an option for you, there's a workaround.
See: https://www.youtube.com/watch?v=3ojkmUHlJEs
Also, Alex gave us a little more insight.
Here: https://twitter.com/notaboutthecell/status/1671859725250469889