Cannot query a SQL database - must import it first

[Netrelemo]

This step results in a query taht is not supported in DirectQuery mode. Switch al ltables to direct import mode? 

The offending step? Line 1 of the query

Source = Sql.Database("<sqlServer>", "<database>")

What am I doing wrong? 

[watkinnc]

You're not doing it wrong. Just select your table, and once you open it, the error will go away.

--Nate

[Netrelemo]

Could you explain to me what "Import" then means in this surreal PowerBI world? It sounds like I'm repliatinng a database so that I can interrogate it. Isn;t the whole point of a database to interrogate it directly?