This is the designed behavior of both Report Designers as the goal is to present visual items in WYSIWYG mode. Data items as the Graph and the Map are complex and have many settings which makes it preferable to be validated before running the report in an application.
When you use the VS Report Designer the start application is VS, and if the created data access layer uses authentication or other, it most probably will fail. Thus for design purposes you can work with the data objects just to retrieve the object's schema, not requiring all settings for executing the data retrieval method.
Sharing more details about the existing data access layer will help us understand better the issue and provide you more accurate suggestions.
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