DirectQuery (bug?): all possible Date filter values are being output to SQL

I have a report with multiple visuals and 4 or 5 slicers on it, accessing an Azure SQL database via DirectQuery.

Performance is worse than I would expect, and in debugging I'm noticing that several SQL statements seem to be outputting a very suboptiomal where clause related to a Date filter.  It seems like every possible date value is being included in a huge IN() statement, rather than no filter (if none has been specified), or just a concise less than or equal or bwteen statement in the case of a range.

What might be going on here?

Here is just a very tiny excerpt of some SQL that I see:

WHERE 
(
([t1].[DateKey] IN (CAST( '20140315 00:00:00' AS datetime),CAST( '20140206 00:00:00' AS datetime),CAST( '20140620 00:00:00' AS datetime),CAST( '20141118 00:00:00' AS datetime),
CAST( '19000101 00:00:00' AS datetime),CAST( '20140531 00:00:00' AS datetime),CAST( '20141012 00:00:00' AS datetime),CAST( '20140424 00:00:00' AS datetime),CAST( '20140905 00:00:00' AS datetime),
CAST( '20140318 00:00:00' AS datetime),CAST( '20140816 00:00:00' AS datetime),CAST( '20141228 00:00:00' AS datetime),CAST( '20140209 00:00:00' AS datetime),CAST( '20140710 00:00:00' AS datetime),
CAST( '20141121 00:00:00' AS datetime),CAST( '20141208 00:00:00' AS datetime),CAST( '20140120 00:00:00' AS datetime),CAST( '20140603 00:00:00' AS datetime),CAST( '20141101 00:00:00' AS datetime),
CAST( '20140427 00:00:00' AS datetime),CAST( '20140514 00:00:00' AS datetime),CAST( '20140925 00:00:00' AS datetime),CAST( '20140407 00:00:00' AS datetime),CAST( '20140819 00:00:00' AS datetime),
CAST( '20140301 00:00:00' AS datetime),CAST( '20140713 00:00:00' AS datetime),CAST( '20140730 00:00:00' AS datetime),CAST( '20141211 00:00:00' AS datetime),CAST( '20140123 00:00:00' AS datetime),
CAST( '20140623 00:00:00' AS datetime),CAST( '20141104 00:00:00' AS datetime),CAST( '20140103 00:00:00' AS datetime),CAST( '20140517 00:00:00' AS datetime),CAST( '20141015 00:00:00' AS datetime),
CAST( '20140410 00:00:00' AS datetime),CAST( '20140908 00:00:00' AS datetime),CAST( '20140321 00:00:00' AS datetime),CAST( '20140802 00:00:00' AS datetime),CAST( '20141231 00:00:00' AS datetime),
CAST( '20140212 00:00:00' AS datetime),CAST( '20140626 00:00:00' AS datetime),CAST( '20141124 00:00:00' AS datetime),CAST( '20140106 00:00:00' AS datetime),CAST( '20140606 00:00:00' AS datetime),
CAST( '20141018 00:00:00' AS datetime),CAST( '20140430 00:00:00' AS datetime),CAST( '20140911 00:00:00' AS datetime),CAST( '20140928 00:00:00' AS datetime),CAST( '20140324 00:00:00' AS datetime),
CAST( '20140822 00:00:00' AS datetime),CAST( '20140215 00:00:00' AS datetime),CAST( '20140304 00:00:00' AS datetime),CAST( '20140716 00:00:00' AS datetime),CAST( '20141214 00:00:00' AS datetime),
CAST( '20140126 00:00:00' AS datetime),CAST( '20140609 00:00:00' AS datetime),CAST( '20141107 00:00:00' AS datetime),CAST( '20140520 00:00:00' AS datetime),CAST( '20141001 00:00:00' AS datetime),
CAST( '20140413 00:00:00' AS datetime),CAST( '20140825 00:00:00' AS datetime),CAST( '20140307 00:00:00' AS datetime),CAST( '20140805 00:00:00' AS datetime),CAST( '20141217 00:00:00' AS datetime),
CAST( '20140129 00:00:00' AS datetime),CAST( '20140629 00:00:00' AS datetime),CAST( '20141110 00:00:00' AS datetime),CAST( '20141127 00:00:00' AS datetime),CAST( '20140109 00:00:00' AS datetime),
CAST( '20140523 00:00:00' AS datetime),CAST( '20141021 00:00:00' AS datetime),CAST( '20140416 00:00:00' AS datetime),CAST( '20140503 00:00:00' AS datetime),CAST( '20140914 00:00:00' AS datetime)