Starting from Power BI Connector 1.5.5 export of Database View functionality was added.
This option is available for ServiceNow Admin only.
Database View can be added on the data source page and easily export to PBI desktop.
Click on Add Source button and select database view from the list:
When Databse View is added it is possible to select fields (Referenced fields included), set Use display value option, set Filter string to get more accurate data.
Also, all general options and fields are supported to set on a data source with database view(s), such as Name, Description, Rows Limit, Use field labelsfor column names, and Disable editing for other users.