Timeline while using Direct Query ?

I have an Azure SQL Server table that I am connecting to with a field called "Created" which is a DateTime field. If I connect to it with Direct Query, I am not able to get the Timeline custom control to work properly. The control displays properly, but doesn't seem to interact with a Pie chart I have (I even checked the "Edit Interactions" to make sure they were set)

I have tried modifying the query to change it to a Date field instead of DateTime, but it doesn't seem to help. When I try it as an "Import" rather than a Direct Query, it seems to work properly.

Is there a known limitation with Direct Query and the Timeline control when using DateTime field as a source ?

Thanks