cross filter direction grayed out

Using Feb (latest) version of PBI desktop. Just added 3 tables from SQL Server. It is a very simple many:many relationship. The join table contains ONLY the two foreign keys. I tried to add a measure so that in a table visualization I could show the count of rows in one of the many tables compared to the other many table. My measure showed the same count on every row. I looked at this article Manage relationships and the subheading: (gawd, do you know this stupid board does not allow pasting with ctl-v. arrrggghhhh. Probably just an Edge thing) 'Adjusting Cross filter direction...'

Yep, sounds like my issue allright. But no help in the 'Manage Relationships' editor since the silly cross filter direction dropdown is unavailable. And yes, my cardinality is correct.

Using direct query. Maybe that is the problem....

Oh Jeez, I started a new PBI desktop project and used the exact same tables, but Import this time, and I get a totally different looking set of relationships. I mean it is all interpreted correctly this time. Makes the Join table the right side of the cardinality and everything. Plus I can easily choose a cross filter direction, but it is already 'both' by default, so that works for me.

I thought I'd read about all the limitations of the Direct Query mode, but this Totally f'in threw me. I'm flabbergasted.

Oh Yeah, the measure works now!?