Power BI can import data from a folder, however, the columns it will import are only the ones based on the example you select for determining the load. This means data can be lost.
Get the code and a sample from github: https://github.com/lockedata/pres-pow...
You can use the data.table package in R to get around this by reading all the datasets and combining them.
Get the code: https://gist.github.com/stephlocke/44...