Direct Query - Exceeded Limit Unexpectedly

I figured out a workaround - rather than selecting the individual tables themselves in "Get Data" (i.e. check the box next to each table), if I specify one of the tables' databases as my source, then write a SELECT query that JOINs the two tables, I am able to get the records from both tables in a single object without hitting the 1mil row error. 

I would still love to know if there's a better way to do this... it seems very strange that I can't do it in a straightforward way. 

If I can't find a better way I suppose I will create a View that does the table join on the SQL side, and load that up in the future instead of doing this join inside the Get Data GUI.