Problem

ClickHouse fails with the following error when queried via Power BI (ODBC) in DirectQuery mode:

DB::Exception: Cannot convert NULL value to non-Nullable type...
(CANNOT_INSERT_NULL_IN_ORDINARY_COLUMN)

This occurs even when the underlying schema defines the field as Nullable(Int32) or Nullable(Decimal).

Repro Case

SELECT CAST(persona_id AS Float64)
FROM clickhouse_dev.event

ClickHouse throws:
Code: 349. DB::Exception: Cannot convert NULL value to non-Nullable type...