Hi, I can't figure out why this is happening.

I used power query to create a connection and add the data in question to a data model. I then make a new pivot table using that data. When I double click it to drill down, the new sheet that is created with the source data has the protect option grayed out, even if I try using VBA to protect the sheet it just gives me a 1004 error. I don't understand why since it looks like a regular sheet.

Any ideas?