A tiny but real issue: if you choose DirectQuery and then for whatever reason your connection fails, PowerBI offers you the option to "Retry" ... but then it resets the Import/DirectQuery setting back to Import. And if you miss this tiny detail you can't retroactively change the data source setting, you have to remove and replace it with a DirectQuery version. Anyway if you could remember and correctly set this setting when "Retry"ing a data connection, that would be great.
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