The problem here might be that you are not connecting to SQL Server, but to a "TDS gateway". The TDS gateway supports some types of SELECT queries, but not all.
I don't know exactly what SSIS submits, but a few years back, I wanted to connect to Dynamics CRM over a linked server. I found that did not work, because the TDS gateway did not have the stored procedures or views the OLE DB provider uses to get metadata from the remote server. I ended up writing a CLR procedure to fetch the data I needed, but that is clearly not an option for you.