Devin Knight has a video explaining why it’s worth getting excited over Power BI Composite Models:
Another special new capability that we gain with Composite Models is native support for many-to-many relationships. I see this as incredibly helpful to new Power BI users that are not familiar with strict requirements around relationships.
Traditionally, Power BI is only able to create relationships that are one-many. This means that one of the two tables in a relationship must have a column with unique values for the relationship to work. With this new feature the requirement that a table must have a column with unique values is no longer needed.
For those of you that have a data modeling background this may be a little different than what you traditionally envision a many-to-many relationship should be. Normally a many-to-many relationship includes a bridge table to bring the two tables together, but now with Power BI Composite Models the relationship can be directly defined between them.
Check it out.