If you are using the Dynamics CRM connector, try using the Dataverse connector instead. In most cases I've seen, it returns both the id and the value for these types of choices, but it would depend on which table you are trying to read.
If that doesn't work, I've created tables with the numbers and their text value and added them as table queries in Power BI before. You then join the two tables and expand them in the query.
If you want an example of how this works, the Microsoft sample CRM report uses this method: https://go.microsoft.com/fwlink/p/?linkid=2121605. Open that PBIX, connect it up, and then go into Transform data to see what I mean.
