Direct Query not updating data

I have created a report in PBI Desktop with an on-premise SQL Server database as the data source. I have enabled Direct Query (rather than Import), yet changes in the SQL Server database are not being reflected in the report while still in PBI Desktop (we are beginning to use Report Server at our org but it seems like RS reports can only use DQ in relation to Analysis Services). Are there any common errors related to this problem?

Thanks,

Harrison