Ability to run stored procedure using DirectQuery

Two years later....... no improvements. BUT THATS OKAY BECAUSE WE RECENTLY GOT NEW THEMES!!!!!!!! Such a basic need to be able to simply pull data from a USP. I have absolutely no option available to me in direct query (which my business leaders demand we use) because the code I need to pull from SQL Server has ARITHABORT OFF; SET ANSI_WARNINGS OFF; I cannot pass this into direct query in PowerBI, and i cannot use it inside a UDF. It HAS to be done via a USP. I don't see why hundreds or even thousands of users have to waste their time creating a timed job, and a table to dump data into just so we can pull it into PowerBI direct query.