ODBC and Large Data Sets

Here is a bit of background as to what happens when I actually try to use Power BI. I also have a discussion going on the Power Query board. They don't seem to have an answer either. The example below explains what happens when I try to filter and group by in sequence. I've included the SQL generated as well as the M code. This is mainly for future reference. I don't expect anyone to actually diagnose this. At some point though I'd love to talk to the query engine development team...

It is sending the following query when coming into the Power Query editor in preview mode (10 min wait):

SELECT foo1, foo2,...foo74 FROM bar

Note: NO LIMIT CLAUSE! Tableau uses a limit clause and returns in 5 seconds.

Then I ask for only my two attributes and two measures (2-3 minute wait):

SELECT foo1, foo2, foo3, foo4 FROM bar

Again: no limit clause

Then I filter where one measure is not null (another 2-3 minute wait):

SELECT foo1, foo2, foo3, foo4 FROM bar WHERE foo3 IS NOT NULL

Then I do a group by both attributes with SUM on both measures. I can't provide this query from Power BI as it blows up my client before finishing. It's trying to return all 300M records to my client so it's pretty obvious that it did about the same thing as immediately above except without whatever limits it normally uses.

Tableau sends the following, which returns in about 5 seconds:

SELECT foo1, foo2, SUM(foo3) foo3, SUM(foo4) foo4 FROM bar WHERE FOO3 IS NOT NULL GROUP BY foo1, foo2 LIMIT 1000

Here is the M code from Power BI:

let
    Source = Odbc.DataSource("dsn=datalake-poc-athena-64", [HierarchicalNavigation=true]),
    AwsDataCatalog_Database = Source{[Name="AwsDataCatalog",Kind="Database"]}[Data],
    hmda_Schema = AwsDataCatalog_Database{[Name="hmda",Kind="Schema"]}[Data],
    hmda_lar_Table = hmda_Schema{[Name="hmda_lar",Kind="Table"]}[Data],
    #"Removed Other Columns" = Table.SelectColumns(hmda_lar_Table,{"action_taken_name", "agency_name", "applicant_income_000s", "loan_amount_000s"}),
    #"Filtered Rows" = Table.SelectRows(#"Removed Other Columns", each ([applicant_income_000s] <> null)),
    #"Grouped Rows" = Table.Group(#"Filtered Rows", {"action_taken_name", "agency_name"}, {{"Income", each List.Sum([applicant_income_000s]), type number}, {"Loan", each List.Sum([loan_amount_000s]), type number}})
in
    #"Grouped Rows"