Is it less efficient to run direct query on a SQL database with a custom query

Hi all,

So I'm trying create a direct query model against my SQL database but there are 3 tables that I want appended to each other as one table first. Say I don't have access to our DB admin to just combine them at the source is it less efficient to run a Direct query against a DB with your own SQL statement?

An example below:

I know for example running your own SQL statement for import prevents any further query folding for additional transformations you may do in Power Query but how badly does this affect direct query?

Would you advise another method of doing this via direct query? Should I setup my direct query tables separately and create a union table via DAX?

Kind regards,

Mike