If you’re familiar with the topic of query folding in Power Query, you’ll know that the View Native Query right-click option in the Applied Steps pane of the Power Query Editor can be used to show the native query that is run against the data source. You may also know that there are some data sources where query folding does take place but where View Native Query remains greyed out. One of those used to be Analysis Services, but the good news is that that is no longer the case: you can use View Native Query when importing data from Analysis Services! Look:
I’m told it also now works for SAP BW, but I haven’t tested it.