Starting from Power BI Connector version 1.5.5 option Use field labels for column names was added. It allows showing columns Labels instead of columns Names in data export results.
Using a setting helps users to see user-friendly columns Labels and read and understand data easily. For example:
NOTE: Using the option Use field labels for column names will be restricted to use PowerQuery functionality directly to columns, so if PowerQuery is needed, only names should be used in the query string, or the checkbox Use field labels for column names should be turned off.