Teo Lachev notes a big improvement to Power BI’s data modeling story:
The July 2018 preview of Power BI Desktop delivers two killer preview features that solidify the Power BI position as the best data modeling tool on the market. First, Microsoft relaxes the Power BI relationship limitations by letting you create M:M joins between two tables. Second, you can now create a composite (hybrid) data model with different storage modes, such as from an SQL Server database configured for DirectQuery and from an imported text file. Without reiterating the documentation, here are some important notes to keep in mind based on my pre-release testing.
But read the whole thing, which includes some limitations around hybrid data models.