Error with adding index column

hi..... i am developing a report in PBI from a Dataverse table.  One column has items that i want in a particular order.  PBI automatically puts them in alphabetical order in a report.  I tried adding a index column from 0, but when i tried, i got an error of:

"add column this query contains transformations that can't be used for directquery".  For the Data Connectivity Mode, i selected DirectQuery.  I didnt think importing in the data would be the best option as again, my datasource is MS Dataverse and only ONE table that over time will be big.  I would think surely adding one column that is numbered wouldnt cause a problem as it is simply an index column.

Not sure what this means or how to fix it.  Any ideas here???