How to fix the DevExpress TcxGrid GridMode using a TSQLDataSet linked to a TSQLQuery?

Question

I'm trying to load about 500k+ data linked to an Oracle DB on my TcxGrid, I want to make the process faster using the GridView "GridMode" property, but I need to do that using a TSQLQuery (DBExpress Component) and it just doesn't work, Gridmode seems inoperable (doesn't load data faster on the Grid, doesn't load custom quantity of records using the "BufferCount" property, etc.)

Here I created a TSQLQuery component and used a query script for my 500k table (for performance purposes I just got 500 values but I need to load 500k+):

TSQLQuery

When I link the TSQLDataSet to the Grid and activate the TSQLQuery it shows all the records from the query, even if the GridMode is TRUE and the GridModeBufferCount is 5

GridWithTSQLQuery

On the other hand, when I use a TQuery, the GridMode just works properly, in this case I had to open SQL Explorer, make the connection and assign that connection to the TQuery DataBase property:

SQLExplorer

Here I show my TQuery with the values mentioned before:

TQuery

And when I activate my TQuery.. voilá:

GridWithTQuery

What I'm doing wrong? or do I need to do more things on my TSQLQuery besides linking it to my dataset and then linking the dataset to the grid? It's impossible that a very old Tquery can do this and not a newer dbExpress component

Thank you so much guys