Debugger is unavailable

I used the Performance Analyzer in Power BI to capture the query of a slow visual. I copied the query. I pasted into TE 3.2.1. I clicked on Execute. It ran fine (but slowly). I right-clicked in a result in the Results pane. Instead of 'Debug' appearing as a pop-up menu, it displayed 'Debug Unavailable' or something close to that. The measure is locally defined. Is that not yet supported? Thanks