The problem with DAX's time intelligence functions, other than the fact that they are ill-named, is that, well, they really are not all that intelligent. You see, all of these functions proceed from the same basic assumption that everything works on the basis of a standard calendar year. However, this is not the case for many businesses, including Microsoft! Thus, this underlying assumption of a standard calendar year makes any DAX time intelligence functions dealing with quarters particularly useless. In addition, many of the time intelligence functions are not supported in DirectQuery mode, which, again, makes them entirely useless in such scenarios.
But fear not, as I have mentioned, the vast majority of DAX's time intelligence functions are really not all that intelligent. In fact, they are really simple shorthand...