Could you tell me what kind of data source did you use and how did you create the connection?
Please open the data source, in Data, click From Table/Range.
Then give a screenshot like below.
You could set the format in Power Query Editor. Click the icon in the upper left corner then click Date.
After setting the formatting, click Close & Load To…, in the Import Data box, select PivotTable Report and then click OK.
Then you will see the times removed.
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