One of my colleagues faced this question during his DP 600 exam last week. scenario where a Fabric tenant hosts a warehouse with row-level security (RLS), and a Direct Lake semantic model is established utilizing the Delta tables and RLS from the warehouse, what mode will the DAX queries operate in when users engage with a report generated from this model?
Answer - Power BI queries on a warehouse in Direct Lake mode will fall back to Direct Query mode to abide by row-level security. (You can refer the below microsoft learn link)
It looks like it's fall back to Direct Query mode.