Because the JSON format can be setup very differently, it will not work for all cases. What is happening with this link is that it is importing the section of the data with the most entries per dictionary.
A couple of things that might help …
Notice here that options beyond the ? in the query statement can be entered as individual criteria. This can be helpful for limiting the data you are trying to get.
Click the gear menu to the check response to see what part of the data is being imported.
If you have particular data you are trying to extract and a format that you were expecting that would be helpful to know.