Alon - thank you for the screen shot.
So it does this on all data sources?
Before acquiring the data set, can you check your preferences? File > Preference
The resolution in this note http://service.sap.com/sap/support/notes/2072965 may help - while not necessarily related to your issue, it might be worth trying uninstalling and re-installing Lumira:
"
- Before reinstall, the following items need to be cleared.
License Key folder: C:\Users\Public\sapvi
Preferences folder: C:\Users\<user>\.sapvi
Application folder: C:\Program Files\SAP Lumira
"