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The just (end of 2020) released "DirectQuery for Power BI Datasets and Azure Analysis Services" is a great feature, that leaves out AS multidimensional unfortunately.
I see no chance that Microsoft would implement the whole feature also for AS Multidimensional.

So the idea is to implement only the Direct Query part for AS Multidimensional and leave out the functionality of combining models and building chains.

That means:
Please allow to direct query Multidimensional, for example add a Sharepoint list or SQL data table.
Allow to publish such a report on PBI Report Server on prem and to the PBI service.

(Leave out the functionality to access this combined model via direct query - just because I don't see chances for implementation)
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I added some more information regarding the idea here: https://www.mmertens.eu/2020/12/hype-about-directquery-for-power-bi-datasets-and-azure-analysis-services/