SUMMARY
It's described in this technical note the product behavior related to the Connect Live Data Access Mode versus the Wrangle option availability of the Data Import feature, including both the creation of the Intelligent Cube and future editions.
DESCRIPTION:
In Strategy 10.x, in the Data Import feature, the Wrangle option is not available when using the Connect Live Data Access Mode, as shown:
Clicking on the Connect Live Data Access Mode:

As seen, in the Preview page, the Wrangle option is not available:

When clicking on the All option:

And, importing the same data, in this case, a Database table, the respective option is available:

Cause:
Currently, the Wrangle option is not available for any data sources when using the Connect Live Data Access Mode.
Observations: