After looking for a solution why my Number Formatting did not want to work out…
After creating a new Measure it returned the classing US based formatting.
While I wanted to have the EU formatting in my table.
Power BI Desktop Client Regional Setting :
Even after changing the Power BI Desktop Client settings, it did not take effect
Go to Control Panel –> Region –> FORMAT
If this format is not in line with your region it will overrule the Power BI Regional settings ?
So after applying the correct region format settings on OS level, everything appeared as expected
PS : These figures are just demo based