Currently, the Power BI data connector contains a function to return timeseries aggregations and this function takes a source, start and end dates, and a granularity. It then returns 13 columns of data. My report only uses 3 of those columns: timestamp, timeseriesId, and Average. With 3.4 million rows, this is a huge amount of wasted bandwidth and storage. It also adversely affects the report performance to a small degree.
One possible solution to this would be to add a parameter to TimeseriesAggregate() to indicate which columns of data should be returned. Not transmitting the data would save network bandwidth, reduce the size of the report, reduce the time required to load data, and improve the end-user experience.