Paul Turley explains a choice:
When should you use dataflows vs regular Power Query? I didn’t jump on the dataflows bandwagon and struggled to adopt them at first. Frankly, Power Query is easier to use. The browser-based dataflows designer is quite impressive but it is not as responsive and convenient as the desktop app, so this is a bit of a trade-off. The power and value of dataflows becomes apparently when the business reaches a certain stage of data culture maturity.
Before we can address the question of whether to use Power BI Dataflows, conventional Power BI queries, or any other approach to source and transform data; we need to briefly review different options for orchestrating a Business Intelligence solution in the Microsoft cloud ecosystem.
Read on for a bit of architecture and the explanation.