Keep/Allow Hierarchy Filters (in Excel) in Direct Query Mode

When accessing power-bi data with excel, existing hierarchy filters are also usable in Excel. This does apply for manual created hierarchy filters as well as with automated hierarchy filters (e.g. in Dates).

However this feature is not working as soon as you have at least one table with direct query mode. In this case all hierarchy filters are gone.
Therefore the request is, that also in direct query mode the hierarchy filters should be available (at least for the tables still in import mode).

Besides this current behaviour should be documented.