Date hierarchies not working in DirectQuery Mode

Anonymous ,there can be a few reasons.

You might have switched off auto date time at file level (In options and Setting -> Options )

Joined these dates with a date table

These are the reasons Date Hierarchy can be missing
https://community.powerbi.com/t5/Desktop/Date-Hierarchy-Doesn-t-show/td-p/525460
https://community.powerbi.com/t5/Desktop/Date-hierarchy-not-available/td-p/438804
https://community.powerbi.com/t5/Desktop/Lost-Missing-Date-Hierarchy/td-p/421045

Check Settings
https://docs.microsoft.com/en-us/power-bi/transform-model/desktop-auto-date-time

I always prefer a date table and not the auto date time hierarchy