Connecting to datasets through power bi publisher ...

I connected an excel file to a dataset in powerbi.com through "Connect to data" in Power BI tab in excel (available by installing Power BI publisher for excel.

As I get the dataset as columns and rows in a pivot table, at a certain point (in which I was adding one further field to the pivot table)I got the following message:

"Query execution encountered an MDX construct that is not allowed in direct query models".

I don´t understand how MDX could possibly have relation to that, as the dataset was published on powerbi.com (it's was a .pbix file published as a report in a workspace), hence tabular.