I’ve been working a bit with Power BI and Dynamics the last few weeks, and I’ve encountered an issue which I at first thought was because of the Dynamics REST OData service. Turns out this is an issue with Power BI.
The issue is, when you specify a select statement in the query URL Power BI ignores it, and retrieves ALL the fields/columns instead.
To demonstrate the issue, here is what happens when I use the old OData service from Dynamics CRM
image
And here is what happens when I use the modern REST service
image
This is what happens when I try to use the graph api
image
So as you can see, when we use OData v4 endpoints the select statement is ignored, and the consequence is that all fields/columns are included. However, the columns does not include any data, so it is much faster than retrieving all columns with data.

So what can we do about it?

Nothing, for now, but if you vote for my idea to fix it we can get something soon (hopefully). Unfortunately, the Power BI community forum doesn’t integrate with Microsoft Services, so you have to create a new account (if you don’t already have one). I BEG of you to please take the time to vote
http://community.powerbi.com/t5/Issues/Select-query-in-odata-v4-is-ignored/idi-p/348974