Help! Same DAX works in PowerBI Query but not work in Excel Query

[nbufff]

Hello all, I used below query code to get the data by by SAAS. It is weir that it works perfectly in Power BI Query but in Excel query it pop up with an error of Access Denied.  I cleared the permissions in Data source setting and used the credential again with my account  but it still failed.  Did I miss something in Excel Query?

Source = AnalysisServices.Database("powerbi://api.powerbi.com/v1.0/myorg/PUB_Data", "PUB_SKU", [Query="EVALUATE VALUES('1#+SM+Missing+Region')", Implementation="2.0"])

[lbendlin]

In Excel you need to use MDX, not DAX.

[nbufff]

@lbendlin, such query actually works well when I run it by connecting to company internal data by VPN.

But it is weird that I will encounter the permission error when I run it within company network. So I assume the DAX should work but may have issue using in Excel. P.S. If I'm using the query by MDX, could you pls give me a hint how to use that in Excel?