Opening the book…
Non-delegable queries silently truncate at the row limit. Dev data is small, so everything "works" — until the real table crosses 500 (or 2000) rows and records start vanishing from galleries with no error at all.
Treat the blue underline as a build-breaker. Restructure the query with delegable operators for your connector, or push the logic into a Dataverse view. Test against a table seeded beyond the row limit.
Genuinely small, capped datasets (a lookup of 30 categories) can carry a documented warning.
Microsoft Learn — Understand delegation — Delegable operators per connector