User should be allowed to add a calculated/derived column to the SSAS model when connecting through the direct query mode.
Currently, even if a small change has to be done in a dimension column, the user has to make it in the SSAS cube or tabular model and only then the changes can be implemeted in Power BI.
This is a time taking activity in power BI, although it is very easy to do in in SSRS. Request you to implement this feature to make the power BI development process much faster and easier.