Power Query does not support direct import data from ODBC connections, it's a product limitation currently. I found it very hard to give you a certain answer why Power Query doesn't support ODBC connection. But you can open a discussion in Power Query
forum, maybe the Power BI product team will give a resonable
explanation for this issue.
Power Query: http://social.technet.microsoft.com/Forums/en-US/home?forum=powerquery