when i was downloading data with this api, i had modified my internet explorer to show json data in browser n then download as a simple text file n not save as json file, it can be done by a simple edit in registry
Windows Registry Editor Version 5.00
;
; Tell IE to open JSON documents in the browser.
; 25336920-03F9-11cf-8FD0-00AA00686F13 is the CLSID for the "Browse in place" .
;
[HKEY_CLASSES_ROOT\MIME\Database\Content Type\application/json]
"CLSID"="{25336920-03F9-11cf-8FD0-00AA00686F13}"
"Encoding"=hex:08,00,00,00
[HKEY_CLASSES_ROOT\MIME\Database\Content Type\text/json]
"CLSID"="{25336920-03F9-11cf-8FD0-00AA00686F13}"
"Encoding"=hex:08,00,00,00
Windows Registry Editor Version 5.00
;
; Tell IE to open JSON documents in the browser.
; 25336920-03F9-11cf-8FD0-00AA00686F13 is the CLSID for the "Browse in place" .
;
[HKEY_CLASSES_ROOT\MIME\Database\Content Type\application/json]
"CLSID"="{25336920-03F9-11cf-8FD0-00AA00686F13}"
"Encoding"=hex:08,00,00,00
[HKEY_CLASSES_ROOT\MIME\Database\Content Type\text/json]
"CLSID"="{25336920-03F9-11cf-8FD0-00AA00686F13}"
"Encoding"=hex:08,00,00,00
2016+ will read the file in any format so depending on the need, it is working fine when power query imports the .json file.