The recommended approach to extract Azure SQL Server data using Power BI?

Anonymous - there is a misunderstanding here. My opening post states that I am seeking to understand the recommended approach to connecting to (and extracting from) an Azure SQL database - hence the link is on the topic.
https://docs.microsoft.com/en-us/azure/devops/report/powerbi/odataquery-connect?view=azure-devops

Just to be clear, I am attempting to understand the recommended approach on connecting to an Azure SQL database using Power BI. Once connected, I will simply extract (import) into Power BI the chosen contents of the Azure SQL database.
I believe the recommended approach would be to simply use the 'Azure SQL database' connection that is available within Power Query, however the linked article is suggesting to use OData REST API as the recommended approach - which I feel is a convoluted apporach (something completely unecessary).
Please can someone confirm the recommend/optimal approach?  I don't think it is as the article suggests and I would like someone to correct me if I am wrong.
Thanks.