Sandeep Pawar talks about fallback options:
When you create a Direct Lake semantic model, by default it is in Direct Lake mode, i.e. you will directly query the delta table from the lakehouse/warehouse. This is what we want because the query performance will be very much comparable to the import mode. However, under certain circumstances, the DAX query can fallback to DirectQuery if Direct Lake limitations are hit.
Read on to learn more about circumstances in which this could happen and ways to change the default behavior.