We have usually said that if you use a native query, you break query folding in Power Query. Interesting. There may be a way to enable it in Power BI! Patrick shows you how.
Chris Webb Blog:
https://blog.crossjoin.co.uk/2021/02/21/query-folding-on-sql-queries-in-power-query-using-value-nativequery-and-enablefoldingtrue/
Query folding guidance in Power BI Desktop
https://docs.microsoft.com/power-bi/guidance/power-query-folding
Visualise your Power BI Refresh
https://dax.tips/2021/02/15/visualise-your-power-bi-refresh/