Azure Data Studio accepts SQL statement but Power BI rejects and I don't know why

Hi all.  I've created a pretty sophisticated SQL query to talk to Atlassian's Enterprise Insights Azure SQL DB.  The query works without any problems/errors/warnings in Azure Data Studio, but when I try to use this query in Power BI, I get the following error:

Microsoft SQL: Incorrect syntax near the keyword 'WITH'. Incorrect syntax near the keyword 'with'. If this statement is a common table expression, an xmlnamespaces clause or a change tracking context clause, the previous statement must be terminated with a semicolon. Incorrect syntax near ')'.

I have many SQL queries in this same Power BI file (all using Direct Query), so I know it's not a connectivity issue or looking in the wrong SQL DB, or the like.  The preview view does work after entering the SQL query, but when I click "Load", that's when the error comes up.  I would appreciate any help -- I've done dozens of queries in Azure Data Studio and when they work there, they always work in Power BI (up to now).

Here's the SQL:

WITH EpicBenefitsData1 
AS (SELECT "Epic Benefits Field Name", "Epic Benefits Field Value", "FK Epic ID", 
Epics.[Custom Text 1] AS "Z Initiative ID", 
Themes.[Theme Name] AS "Theme Title",
Epics.[Epic Name] AS "Initiative Name", 
Users.[Full Name] AS "Initiative Owner Name",
Epics.[Epic Description] AS "Initiative Description",
Epics.[Custom Dropdown 3] AS "Initiative Status",
Epics.[Epic State] AS "Initiative State", 
Epics.[Developmental Step] AS "Initiative Process Step", 
Programs.[Program Name] AS "Primary Program",
Portfolios.[Portfolio Name] AS "Portfolio"
FROM [current_dw].[Epic Benefits] AS EpicBenefits1 
INNER JOIN [current_dw].[Epic] AS Epics ON Epics.[Epic ID] = EpicBenefits1.[FK Epic ID]
INNER JOIN [current_dw].[User] AS Users ON Users.[User ID] = Epics.[FK UserOwner ID]
INNER JOIN [current_dw].[Program] AS Programs ON Epics.[FK Program ID] = Programs.[Program ID]
INNER JOIN [current_dw].[Portfolio] AS Portfolios ON Epics.[FK Portfolio ID] = Portfolios.[Portfolio ID]
INNER JOIN [current_dw].[Theme] AS Themes ON Themes.[Theme ID] = Epics.[FK Theme ID]
WHERE EpicBenefits1.[Epic Benefits Field Set Name] = 'Default'
UNION 
SELECT "Epic Benefits Field Name", "Epic Benefits Field Value", "FK Epic ID", 
Epics.[Custom Text 1], 
Themes.[Theme Name],
Epics.[Epic Name],
Users.[Full Name],
Epics.[Epic Description],
Epics.[Custom Dropdown 3],
Epics.[Epic State], 
Epics.[Developmental Step], 
Programs.[Program Name],
Portfolios.[Portfolio Name]
FROM [current_dw].[Epic Benefits] AS EpicBenefits2 
INNER JOIN [current_dw].[Epic] AS Epics ON Epics.[Epic ID] = EpicBenefits2.[FK Epic ID]
INNER JOIN [current_dw].[User] AS Users ON Users.[User ID] = Epics.[FK UserOwner ID]
INNER JOIN [current_dw].[Program] AS Programs ON Epics.[FK Program ID] = Programs.[Program ID]
INNER JOIN [current_dw].[Portfolio] AS Portfolios ON Epics.[FK Portfolio ID] = Portfolios.[Portfolio ID]
INNER JOIN [current_dw].[Theme] AS Themes ON Themes.[Theme ID] = Epics.[FK Theme ID]
WHERE EpicBenefits2.[Epic Benefits Field Set Name] = 'Z Lean Business Case')

SELECT 
"Z Initiative ID",
"FK Epic ID" AS "Initiative ID",
"Theme Title",
"Initiative Name",
"Initiative Owner Name",
"Initiative Description",
"Initiative Status",
"Initiative State", 
"Initiative Process Step", 
"Primary Program",
"Portfolio",
"Analysis Summary", 
"Current Situation", 
"Funding Stage", 
"Future State & Desired Outcome", 
"In Scope", 
"Notes", 
"Out of Scope",
"Recommendation & Desired Solution", 
"Sponsors", 
"Support Required & Products Affected"
FROM 
EpicBenefitsData1
PIVOT (MAX(EpicBenefitsData1."Epic Benefits Field Value") 
FOR EpicBenefitsData1."Epic Benefits Field Name" IN ("Funding Stage", "Future State & Desired Outcome", "Current Situation", 
"Recommendation & Desired Solution", "Support Required & Products Affected",
"Analysis Summary", "Notes", "Sponsors", "In Scope", "Out of Scope"))
AS EpicBenefitsData4

Thank you and sorry all the indentation gets lost with copy/paste.