Direct Query Mode: merging queries as new query

Hi all,

I am working on a tool that requires up to date information, therefore I am using direct query mode on all my queries. However I merged a queries as new (that I am using for my visual) and noticed that the new merged query created in import mode with no indication it was doing so.  It never told me that I had to convert to import mode, nor do I see in any of the applied steps that it converted itself.

I recall in the summer following the same process but instead my new merge remained in direct query. What gives?