Edit Query option disappeared when starting from a blank template, but came back when I saved, closed, and reopened file

I haven't started from scratch in a while, but I tried creating a new report, and the Edit Query option is grayed out when I bring things in using Direct Query. But when I save the file, close, and re-open, Edit query is no longer grayed out. Is there a setting I need to change so this doesn't happen again?

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