Formula.Firewall: Query references other queries, so it may not directly access a data source.

The privacy settings are designed to prevent accidentally sending sensitive data somewhere you shouldn't. Eg.  Imagine you have a table in SQL with staff details including salaries. You write a query that joins this data to Facebook data (for some reason). The privacy settings will stop the private data in SQL being sent to the open data source, Facebook. As long as you don't have any such queries, turning off the privacy settings will have no impact. Eg, as long as all your data sources are internal to your organisation.