I had made a separate query to load each entity. These were essentially my staging tables. I had planned to do the transformation individually then combine the results into the 1 production table, with the Merge function.
I have a 'clean up' mapping file that I will need to run against each fact table. So with this restriction, I would need to bring that file into each query (each dataflow will need to load this file). That is unfortunate. In the Desktop app, it is possible (and more efficient) to just reference the 1 existing mapping table in Power Query.