Step 1: Make a change in a Direct Query table that requires a change to import mode.
Step 2: Close and Apply Changes
Step 3: Fail. Cannot apply changes because one or more tables must be changed to import mode
Step 4: Change all tables to Import mode. Fail. Cannot change tables to Import mode because there are pending changes.
Now we can't do thing "1" because it requires thing "2". And we can't do thing "2" because it requires thing "1".
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