What’s more (and this is a bit strange) if you look at the DAX queries that are generated by Power BI to get data from the cube, they now request a new column to get the format string for the measure even though that format string isn’t used. Since it increases the amount of data returned by the query much larger, this extra column can have a negative impact on query performance if you’re bringing back large amounts of data.
There is no way of avoiding this problem at the moment, unfortunately. If you need to display formatted values in Power BI you will have to create a calculated measure that returns the value of your original measure, set the format string property on that calculated measure appropriately, and use that calculated measure in your Power BI reports instead:
Click through for more details and a workaround.