Performance Analyzer: SQL Query in both "DAX query" vs "Direct query"

I'm trying to improve the performance of some directquery connection.

I've used the "Copy query" button to see what queries PowerBI is calling. The SQL Query itself is appearing in both the "DAX query" section, and the "Direct query" section - this makes me believe that powerbi is calling that query twice, which seems very not-optimal?

The query itself also takes ~2s in SSMS, but powerbi reports that the "Direct query" takes 4-5s which seems like a lot of extra time to account for any web fetching/requests.

I'm curious if powerbi calling the SQL query twice, as well as a lot of extra time between SSMS vs Powerbi is normal/expected?