Relationships with multiple look up tables

I am retrieving data from SQL Server (2016).

A simple table I have has the results from a small table that may have values in a second huge table.

I could retrieve the values from a view or even my writing the SQL however I am trying to keep away from those methods and use 'pure' power BI.

The problem is that even though there is a relationship created between the small table and the big table, when I do the refresh data, it attempts to pull all the data from both tables.

Lets assume the following

Little table

cs_id [int]

cp_id [FK]

Big table

cp_id

data

The actual relationship between little and big is a many to 1 - ie a single record in big_table can have multiple records in little table pointing to it.

SO I do a get data and specify the two tables.

And.................

It pulls in all the data from little table (expected and desirable) and then goes to try to pull all the data from big table - which is a bad thing.

Obviously if I was writing SQL I would just do a join on the two tables via cp_id and all would be wonderfull.

Have I missed something when I did the get_data 

Stan (still learning)