Dynamic SQL Tables

You don't have to loop explicitely in Power Query: Adding a column to a table in Power Query will execute a function (that you define in the last argument) that will be applied to every row. You then just expand that new column (if a table or record with multiple fields hast been created)

I've used a generic date-function from my blog that is pretty cody, so don't be scared by the amount of code, but once pasted into the advanced editor, you'll see that it's just a good handful of steps resulting ;-)

let

	DateFunction = let 
			// ----------------------- Documentation ----------------------- 
		documentation_ = [
		Documentation.Name =  " Dates.ListDateIntervals
		", Documentation.Description = " Creates a list of dates according to the chosen interval between Start and End. Allowed values for 3rd parameter: ""Year"", ""Quarter"", ""Month"", ""Week"" or ""Day"".
		" , Documentation.LongDescription = " Creates a list of dates according to the chosen interval between Start and End. The dates created will always be at the end of the interval, so could be in the future if today is chosen.
		", Documentation.Category = " Table
		", Documentation.Source = " http://www.thebiccountant.com/2017/12/11/date-datesbetween-retrieve-dates-between-2-dates-power-bi-power-query/ . 
		", Documentation.Author = " Imke Feldmann: www.TheBIccountant.com . 
		", Documentation.Examples = {[Description =  " see http://www.thebiccountant.com/2017/12/11/date-datesbetween-retrieve-dates-between-2-dates-power-bi-power-query/ .
		" , Code = " 
		 ", Result = " 
		"]}],

		// ----------------------- Function Code ----------------------- 
		function_ =  
		(From as date, To as date, optional Selection as text ) =>
		let
		// Create default-value "Day" if no selection for the 3rd parameter has been made
		TimeInterval = if Selection = null then "Day" else Selection,

		// Table with different values for each case
		CaseFunctions = #table({"Case", "LastDateInTI", "TypeOfAddedTI", "NumberOfAddedTIs"},
				{   {"Day", Date.From, Date.AddDays, Number.From(To-From)+1},
					{"Week", Date.EndOfWeek, Date.AddWeeks, Number.RoundUp((Number.From(To-From)+1)/7)},
					{"Month", Date.EndOfMonth, Date.AddMonths, (Date.Year(To)*12+Date.Month(To))-(Date.Year(From)*12+Date.Month(From))+1},
					{"Quarter", Date.EndOfQuarter, Date.AddQuarters, (Date.Year(To)*4+Date.QuarterOfYear(To))-(Date.Year(From)*4+Date.QuarterOfYear(From))+1},
					{"Year", Date.EndOfYear, Date.AddYears,Date.Year(To)-Date.Year(From)+1} 
				} ),

		// Filter table on selected case
				Case = CaseFunctions{[Case = TimeInterval]},
			
		// Create list with dates: List with number of date intervals -> Add number of intervals to From-parameter -> shift dates at the end of each respective interval	
			DateFunction = List.Transform({0..Case[NumberOfAddedTIs]-1}, each Function.Invoke(Case[LastDateInTI], {Function.Invoke(Case[TypeOfAddedTI], {From, _})}))
		in
			DateFunction,
		// ----------------------- New Function Type ----------------------- 
		type_ = type function (
			  From as (type date),
			  To as (type date),
			  optional Selection as (type text meta [
									Documentation.FieldCaption = "Select Date Interval",
									Documentation.FieldDescription = "Select Date Interval, if nothing selected, the default value will be ""Day""",
									Documentation.AllowedValues = {"Day", "Week", "Month", "Quarter", "Year"}
									])
				)
			as table meta documentation_,

		// Replace the extisting type of the function with the individually defined
		Result =  Value.ReplaceType(function_, type_)
	 in 
	Result,
    
	SQL_Function = (TableDate as text) =>

                    Sql.Database("localhost", "database", 
                    [Query="select RoomName,AssetName,CFV_SummarizedEnergyUsageByHour_" & TableDate & ".AssetID,CFV_SummarizedEnergyUsageByHour_" & TableDate & ".EnergyUsage,CFV_SummarizedEnergyUsageByHour_" & TableDate & ".LogTimeStamp
                    from CFV_SummarizedEnergyUsageByHour_" & TableDate & "
                    join CRV_Assets on CFV_SummarizedEnergyUsageByHour_" & TableDate & ".AssetID=CRV_Assets.AssetID
                    join CRV_Symbols on CRV_Assets.SymbolID=CRV_Symbols.SymbolID
                    join CRV_Rooms on CRV_Symbols.RoomID=CRV_Rooms.RoomID"]),


    ListOfDates = DateFunction(#date(2017,01,01), Date.From(DateTime.LocalNow()), "Month"),
    #"Converted to Table" = Table.FromList(ListOfDates, Splitter.SplitByNothing(), null, null, ExtraValues.Error),
    FormattedDate = Table.AddColumn(#"Converted to Table", "Date", each Date.Year([Column1])*100 + Date.Month([Column1])),
    ChgType = Table.TransformColumnTypes(FormattedDate,{{"Date", type text}}),
    CallSQLFunction = Table.AddColumn(ChgType, "ExecuteSQLFunction", each SQL_Function([Date]))
in
    CallSQLFunction

I've also converted your SQL-Call to a function so that it can be applied to every row. Just expand the resulting column.