live connection vs import data on ssas

A lot of this comes down to how much data you are talking about. Even Power BI Pro is limited to 10GB so if your data exceeds that, then you probably need to look at a live connection because the alternative is that you import all your data into the model. Generally, performance is going to be better with a non-live connection because all of the data exists in the model and you do not have to essentially make a query call to go get the data "live".

I can't answer to SSAS, but I have been working with Oracle using a live connection (Direct Query).

Here's a list of things I could not do inside Power Bi Desktop off the top of my head:

• Add columns or measures.
• Any data transformation.
• Bi-Directional relationships.
• Create data tables directly inside PBID.
• Use more than one data source (You can use it more than once, but you can't use two different ones).

I suspect that most if not all of these restrictions will go away over time, but for right now it is something to consider.

You can start down the Direct Query path and if you find that you need to change it later to gain some needed PBID functionality you can. But there is no going the other direction once you disable the direct query.

Hope this helps.