Support Dataflow connections to SQL Server Analysis Service (SSAS), which desktop data sets allow users to do. At the moment, dataflow does not even support the use of a copied M script from desktop connected to SSAS in a blank query. See forum post below: https://community.powerbi.com/t5/Service/SQL-Server-Analysis-Services-as-a-Dataflow/m-p/828241#M79336
I agree this would be a nice enhancement. In the interim it appears you can switch to OLE DB and accomplish this... for example: let Source = OleDb.DataSource("Provider=MSOLAP;Data Source=ServerNameHere;Initial Catalog=DatabaseNameHere;", [Query="select [Measures].Members on 0 from [Adventure Works]"]), #"Changed Type" = Table.TransformColumnTypes(Source,{{"[Measures].[Internet Sales Amount]", Int64.Type}}) in #"Changed Type"