Custom connector data refresh without gateway?

Hi, we are developing a custom connector between a cloudbased service (with SQL Server DBs for the data) and Power BI.

The mez-file (connector) works fine in Desktop when refreshing the data. However, we cannot seem to get it to work in powerbi.com when we want to schedule refresh. One guy claims that we need to use a gateway for custom connectors, true? This would be less elegant and more prone to disturbances and maintenance. 

Out of the box in Power BI we find connectors between cloud based services that work fine to schedule without gateways (for ex Zendesk). Isn't it possible to develop a similar for our cloud based service, avoiding the need for a gateway wrt data refresh?

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https://docs.microsoft.com/en-us/power-bi/service-gateway-custom-connectors 

” When you build reports in Power BI Desktop that use custom data connectors, you can use the on-premises data gateway to refresh those reports from the Power BI service.”