Unable to declare and use SnowFlake Custom SQL Variables in PowerBI

We are trying to create reports using Custome SQL over SnowFlake database which work fine on SnowFlake Server but PowerBi generates error. 

Here is a test query 

SET CURRENT_DT = (CURRENT_DATE());
SET CurrentYear = (SELECT YEAR($CURRENT_DT));

Select
CASE When YEAR(L.Rn_Create_Date) = $CurrentYear Then 1 else 0 END as ld_Yearly_flg
from TestDatabase.DBO.TestTable L;

We can run the query on SnowFlake server. But PowerBI generates an error

Any help is appreciated !