Data Model Relationships Not working as expected?

I'm getting started trying to understand Data Modeling and Power Pivot more. I'm not sure if it will make things easier in the long run for me or not vs using various Xloopups, Index/Matches, etc but at least trying to start learning it.

So I have one small table with 3/4 columns in a WorkSheet

Those are Company Number | Cost Center | Legal Owner | Company Name

And I copied that data into 2 separate worksheets just deleting 1 column in each. So I have
In Sheet 1, the first 3 columns
In Sheet 2, removed Legal Owner and replaced with Company Name

So Company Number and Cost Center exists in both tables and are identical.

I then added both Sheet 1 table and Sheet 2 table to the model and created a relationship between the 2 tables using Company Number.

But in the pivot table, shouldn't I then be able to use the Company Number from Table 1, and get the Company Name from the other table?

I will sanitize and post a sample soon But is the above steps correct?

Thanks,
PT

EDIT: Sample Attached