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The File-> Download shows 2 options from https://msit.powerbi.com/.
The option shows are:
"A copy of your report and data (.pbix)"
"A copy of your report with a live connection to data online (.pbix)"
I have seen few people get confused in which option will have the queries in downloaded .pbix file.
I guess the option "A copy of your report and data (.pbix)" should contains queries also.
One sugesstion is to change it to "A copy of your report and data with queries (.pbix)" .
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