With the December 2020 release of Power BI Desktop, this approach changed. You are now able to change a live connection to a Power BI dataset (or an Azure Analysis Services connection) to DirectQuery mode. Which allows us, to enhance the remote model with new columns, tables, additional datasources and create relationships between the datasources.
Let’s dive deeper into this and look at the story together with a sample.
I’ve seen and linked to several posts talking about the idea, but Wolfgang has a demo going, which makes it easier to follow.