Ability to use one or more cubes (with live connections) AND a query (that imports the data) in the same PBIX file
Use one or more OLAP or tabular cubes plus a query in the same data file
Multiple cube connections with SSAS live connection
Andrzej Hladki commented
Would be great to go beyond single live connection. Sample scenario? Analysis cube for large historical dataset + SQL server live data (or writeback simulation for what-if analysis)
And not just for cubes. The limitation to only use one data source, when using a DirectQuery source should be removed.