Calculated columns in power bi :
Evaluated for each row in your table, immediately after you hit 'Enter' to complete the formula
Saved back into the model so take up space
This happens in Import mode where data is loaded into model, where as in DirectQuery mode data is not loaded into model.
In such case where calculated columns are saved in DirectQuery mode ?
Correct me if am wrong...
Calculated columns are computed at query time in Direct Query mode. For this reason, there are restrictions in DAX formulas used in calculated columns in Direct Query. This white paper has more details about this and other Direct Query features: https://blogs.msdn.microsoft.com/analysisservices/2017/04/06/directquery-in-sql-server-2016-analysis-services-whitepaper/