DirectQuery SQL WHERE clause inefficiencies when dimension is filtered

Had a similar problem recently, but even worse. They seem to have introduced a limit on the Dataverse which means some of these large, generated queries won't even run any more (Error: "Too many literal binary expressions in the query. The maximum number is 200") 

My workaround (though it's definitely not a solution) was to use virtual relationships with TREATAS and group by a higher granularity (week start dates instead of dates). To fix this, Microsoft would probably need to introduce an option similar to "Assume referential integrity" for composite datasets that shifts the joining to the Formula Engine so it doesn't introduce a massive WHERE clause. I wouldn't hold your breath on that one!