please see the bug here - Having create_temp_table = False on MS SQL Server produces error: 'NoneType' object is not iterable · Issue #9186 · great-expectations/great_expectations · GitHub
looks like you have smth similar - Cannot use QueryAsset with Microsoft SQL Server (MSSQL) - #4 by oneextrafact
there is one more case when you get same ‘NoneType’ object is not iterable ERROR: if you have word “from” inside SQL comment:
select myfield /* comment with from word */ from mytable
just remove it !