OdataLink provides the data as an OData feed which is generally hierarchical or nested in nature.

By default, Microsoft Excel and Microsoft Power BI display only the header or the first-level columns and hide nested columns.

These hidden or nested fields are referred to as Record and can be expanded in Power Query Editor.

Steps

Open Power Query Editor:
- Microsoft Power BI Users: Click on Transform Data button in Home menu.
- Microsoft Excel Users: Click on Data > Get Data > Launch Power Query Editor.
A new dialog box will appear with all the Tables on the left side.
Navigate to the Table which contains the nested column.
Nested columns will be displayed with an Expand button beside the column name.
Upon clicking the Expand button, all the nested fields will be displayed as a list. Select the columns you want by clicking on the check box beside the field names.
Once you've expanded all the required columns, click on Close & Load button in the Home Menu

Once completed, you will be able to view the nested columns in your report.

Tutorial

Here is a video from Nic explaining the process in Power BI