I just wondered the same thing. Not working for my LIVE connection to my AS instance. The docs, unfortunately, are very clear by stating that it can work with a DIRECT QUERY connection, i.e. which is used for regular SQL tables.
We absolutely love the concept of the newly announced Composite Model feature in July 2018 but it doesn't seem to support an SSAS Tabular live connection? Composite Model is turned on but in our existing reports with SSAS live connections there is no way to add other sources respectively have the "dual storage" option? Anyone know if/when this will be supported?