CONCATENATEX not working with relationship

I have simple model with one:many relationship on column Invoice No.

table one = sql server directquery

table many = sharepoint list

All I need is fill selected invoice numbers into variable var_customer_number.

When I select row in table visual, my variable var_customer_number is empty in case when in the table on many has no row for that invoice. 
When there is data in many side table, variable returns data correctly. 

Dax expression:

var_customer_number =

var _result = CONCATENATEX(data, data[Customer Number], ",")

Return

_result

If I change my many table to sql server table direct query this DAX expression works. But it does not work with sharepoint list.
Any idea why or how to workaround this?variable is emptyrelationshipvariable is filled