azure: the request is sent to all fragments when consulting from SSMS and Power BI

I have implemented the horizontal partition: fragmentation in my Azure SQL databases.

I have defined the name of the fragmented column also in the external table and I am also using the same column in the where clause of the query.

However, I have found that when I execute a query from Shards Master Database or Power BI, the query is executed in all the fragments, that is, my fragments are not deleted.

Also, I tried to do the same from the application, in this scenario, my fragments are deleted and the query is only executed in the required fragment.

I want to consult using Power BI, since I want to generate the reports of these fragmented databases.