Okay, I think I am understanding it now. I've never tried to import data via SQL in Power BI service but I imagine it is the same concept as in Power BI Desktop. So just to summarize what I have learnt from you so far:
I use either one of the below methods to import my data from:
-I then use a SQL query to import the data. (Is this query caching only relvant for DirectQuery Mode instead of Import mode?)
-I create a report using the data.
-I switch on query caching.
-I open the report and the same results open from the last time I opened the report.
-This is because the results are cached.
-There is no need for a new SQL query to be sent to a SQL database as the data has already been cached from before.
-It saves time but it means the data will not be up to date.
Am I correct in what I have said @amitchandak ? If I am correct please can you copy and past this as a reply so that I may accept it as a solution.