Data Source encryption through on-premise gateway same as desktop?

Thanks, that's the general answer everywhere when pertaining to the gateway and the service. I'm specifically looking at the gateway to the native data source as shown in the red line below.

If the "Encrypt connections" box is checked in Power BI Desktop, will that mean the On-Premise gateway will create an encrypted connection with the data source too? I know it's not guaranteed to be encrypted as I can connect to unencrypted data sources.

Hopefully that makes sense. Any help is appreciated!