Instead of using an external tool like Dax Studio, you can now write DAX queries and their interaction without leaving Power BI Desktop. This gives you a lot of advantages in building your semantic model. Several advantages that you can do:

• DAX Formula Debugging and Optimization: Test and tweak your DAX formulas in the familiar environment of Power BI Desktop.
• Data Model Integration: Working within Power BI Desktop gives you direct access to your data model, making it easier to comprehend the context of your queries and their interaction with your data.
• Instant Feedback: See the impact of your DAX query modifications in your reports and visuals instantly, enabling quicker iterations and refinements.
• No More Juggling Tools: No need to switch between Power BI Desktop and DAX Studio anymore, making your workflow smoother.

What stuff you can apply straight away? Here are some examples:

• Write DAX queries to view and investigate your data.
• Quickly create/update your tables and summarize your datasets.
• Quickly create/update measures to build your reports and dashboards.
• Define/update all measures and optimize your semantic models.
• Format your DAX to your liking.
• And much more.

Here is the blog for your further reference:

Deep dive into DAX query view and writing DAX queries | Microsoft Power BI Blog | Microsoft Power BI