Dataflows - any reason not to use a custom SQL script? It's a slight workaround, and I wonder why

In PBI Desktop, when connecting to a SQL server sourcee ,you have an option to write your own query:

In Dataflows though, this option is missing

 I can recreate it, by either writing the M code by hand, or - starting the connection in Desktop, then copying the M Code generated there,  and using that code in the Dataflow. 

In doing that, in a simple example, the code would go from

And instead the code would be: 

Is there any downside to this? 
Why isn't custom-SQL script a direct option in Dataflows, like it is in Desktop?