Shared SharePoint & Power Query incompatible?

Hello,

I am currently working on a file in a Shared SharePoint from an external company. I am only able to open the file in the browser and when I try refreshing the Queries, it gives me an error saying "Power Query refresh in Excel for the Web is only supported for workbooks saved in SharePoint or OneDrive for work or school."

What I've been doing is downloading a local copy of the file, updating the Queries, and reuploading the file. It's not really a problem, but it is a hassle when needing to do this to multiple files.

I'm not sure if this is more of a feature request, or if its due to security risks and restrictions from my admins, or if it's a different problem entirely... so I posted here first.

Thanks!