It should simply work when plugged in.
Have you tried running it with the sample query that only returns one value?
--[params]
-- integer :page = 0
SELECT count(*) from badges
OFFSET :page * 1000
LIMIT 1000
Otherwise, if you have a bit more pages (and we are limited to 1000 records per page), it might take longer to load all the data.
I’ve just tested the code by making a quick Power BI project with the code from the original post and it runs just fine (it seems to run just fine on either a System API key or a user one with admin permissions).