There were a lot of limitations when using DirectQuery in SSAS Tabular 2012/4, but for me the showstopper was the fact that it only worked if you were running DAX queries against your model. Historically the only major client tool that generated DAX queries to get data was Power View, and Power View was/is too limited for serious use, so that alone meant that none of my customers were interested in using DirectQuery. Although we now have Power BI Desktop and PowerBI.com, which also generate DAX queries, the fact remains that the vast majority of business users will still prefer to use Excel PivotTables as their primary client tool – and Excel PivotTables generate MDX queries. So, support for MDX queries in DirectQuery mode in SSAS 2016 means that Excel users will now be able to query a Tabular model in DirectQuery mode. This, plus the performance improvements made to the SQL generated in DirectQuery mode, means that it’s now a feature worth considering in scenarios where you have too much data for SSAS Tabular’s native in-memory engine to handle or where you need to see real-time results.
Good stuff. Read the whole post, especially if (unlike me) you know a thing or two about MDX.