You can always change the data type of the columns as a new step in the query editor. The problem is that the same measure in SSAS can return numbers, text or dates, so I think Power BI may decide to import them as text just to be safe. That said I've just tested it and Power BI does set the correct data types for my measures.
I remember seeing an "Import measures as text" checkbox somewhere in Power BI or Power Query in the past but I can't find it now. However the option is still there in the M code. On the Source step for your query, do you see an expression like this in the Query Editor formula bar?
= AnalysisServices.Databases("localhost", [TypedMeasureColumns = false])
Does changing TypeMeasureColumns to true make a difference? For me, measures always seem to come out typed regardless of the setting but maybe there's something about your measures...
Chris