Hello,
Power Query in Excel for Mac is limited when compared with Power Query in Excel for Windows. I suggest you refer to this article for more information: Import data in Excel for Mac (Power Query)
In addition, please also look at this article to know the Power Query features in different Excel versions. Power Query data sources in Excel versions (microsoft.com)
At last, you can also submit your idea to the Excel Feedback community (Excel · Community (microsoft.com)).
Appreciate your understanding!!
Best Regards,
Chitrahaas