Matthew Roche covers some pointers when working with APIs:
These APIs are often slower than a database, which can increase load/refresh times. Sometimes the load time is so great that a refresh may not fit within the minimum window based on an application’s functional requirements.
These APIs may also be throttled. SaaS application vendors often have a billing model that doesn’t directly support frequent bulk operations, so to avoid customer behaviors that affect their COGS and their bottom line, their APIs may be limited to a certain number of calls for a given period.
The bottom line is that when you’re using APIs as a data source in Power BI, you need to take the APIs’ limitations into consideration, and often dataflows can help deliver a solution that accommodates those limitations while delivering the functionality your application needs.
Read on for more details including links to a few pointers.