The work-around I used is to set the regionalization on my sharepoint consistent with the one I'm using in Power BI, since my hunch is that the API is having issues when having different date formats (ie. mm/dd/yyyy versus dd/mm/yyyy)... eventual timezone shift you still can compensate in your power query logic.
I still don't understand why the Power BI support team needs votes to resolve bugs that harm global implementations.
I agree with @chademe - I cannot understand how saying that it is bug and not offering any work around would constitute a 'solution'. A 'response' maybe, but not a 'solution'.
The handling of DateTime data in Power BI frustrates me - it seems that unless you are using a US locale, you have to move mountains to get your DateTime data working in the way you want, and until Power BI becomes less US-centric, I fear that this will continue to be the way.
As a workaround, what I have done is loaded data from my SharePoint document library using the 'SharePoint Folder' Get Data option (to load in the binary data of the (in my case) Excel files, and then also loaded data from the same SharePoint document library but used the 'SharePoint Online List' Get Data option.
From there, I have created a one to one relationship between Source.Name (from the SharePoint Folder query) and the File.Name (from the SharePoint Online List query).
This allows me to display all data (including the modified/created date data) from the SharePoint document library metadata (i.e. SharePoint columns) alongside actual content from my corresponding Excel files.
My organisation is on the six-month update cycle so if this started happening in March 18 then at least two updates since then haven't fixed it. I'm using Excel Power query but, it's the same issue. Thanks for this suggestion (export the sharepoint list data to Excel using the provided SP routine to do that). It looks like it will work for my purpose as a workaround. This should be fixed properly of course. Still as long as these more intelligent solutions keeping making things harder it keeps some of us in jobs :-)
Yes, I can confirm that this worked fine, and yes, I had to edit the url a little, I have since then been able to call the refresh from VBA, so, worked OK really. Would still be nice to be able to simply navigate to a file as used to be possible with fileshare (I know that if you edit the URL and add it to file explorer (this pc), whatever it's called now, you can do this, but that takes advanced planning).