Select the Countries table.
Hold down Ctrl + Select headings of columns:
Right click + Choose Remove Columns.
Verify that Cities is selected.
Use the middle dropdown menu to select Countries.
Select StateProvinceID in both tables (You need to have a matching key in order to merge between two tables)
Expand the new Countries column in the newly merged Cities table. Choose CountryName, Region and Subregion only.
Right click Countries query and unselect Enable load. We don’t need the data from this table loaded into the model because we have already merged in the columns that we want.
Power Query will warn you that any visuals you have attached to the Countries query will break. That’s fine.
The Countries table will not show up in Data model View because we have disabled the load in the steps above.