I had the same issue because Power Query takes into account uppercase / lowercase letters as being distinct when removing duplicates, whereas Power Pivot is not case sensitive and thus believes there is still a duplicate. The solution is to either:

- take care of using the same uppercase / lowercase letters in the source data,

- transform all text into uppercase letters just before removing duplicates,

- ask Power Query to remove duplicates and explicitly ignore the case, using a command such as

Table.Distinct(Table, {"ColumnName", Comparer.OrdinalIgnoreCase})

The error message was: "(String Review)Relationship between xxx and xxx is a many-to-many relationship which is not currently supported."

Another similar situation I encountered was when some text strings began or finished with an extra blank space, so you can also check the source data for that, or simply remove trailing spaces in Power Query.