In power BI when you load data from the query editor to the data tables in the desktop, you should be able to filter those tables. For example I return 100K rows and write a DAX measure to calculate a value for multiple segments in the dataset. If the measure is off for one of those segments I need to scroll though the data before I can see why the measure is incorrect as opposed to filtering the data to view why the measure might be incorrect. Very similar to how you load data to PowerPivot from Power Query and are able to filter the data in the PowerPivot.
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