Power BI Report Builder not showing DAX/MDX changing option for Power BI Dataset

[BLSR09]

Hi everyone,

I am trying to build a paginated report using Power BI Dataset(Imported through Direct Query mode) and in 'Query Designer' it is not showing me the option to change DAX/MDX option.  It shows the option for a different dataset from the same workspace which is also imported through direct query. So, I am not sure what is happening 

It also shows the error 'No rows found. Click to execute the query' when clicked on execute the query. Can anyone help here please?

Thank you!