DAX Format function will force convert the result to text, so you can't directly use this change display format and keep raw data type. As amitchandak said, change the numeric symbol in the region setting should suitable for your requirement. (notice: this symbol is related to current system settings so this style and setting not kept if you review this report on another device)
BTW, the measure formula also works with fields custom format string but it seems not able to change the delimiter of percent values to 'comma'. (comma cant be recognized as delimiter when you use in custom format; '00.00%' work, '00,00%' not work)
Regards, Xiaoxin Sheng
Community Support Team _ Xiaoxin If this post helps, please consider accept as solution to help other members find it more quickly.