I used to query the web page of wikipedia
go to get data
then hit OK
then the error pops up: Unexpected Error access denied. this was not an issue in the september 2019 edition I still have on my laptop
Please do not ask me why I use wikipedia thats to personal .. 🙂
I have a made a test but the web connector works well on my side as below, my power bi version is 2.83.5894.961 64-bit (July 2020), please make sure power bi desktop has been updated to the latest version and check again.