What is your data source? When did you create this dataset on Power BI Service? Could you please try to re-publish the report from Power BI Desktop to see if the data source require a personal gateway?
Power BI team are currently working on improving the refresh of cloud based data sources. As part of this, one of the changes they have made recently is that new datasets that leverage import from Web pages will not be automatically configured for refresh in Power BI service, and will require the use of a gateway. Please consider using the Personal Gateway or On-Premises data gateway if you would like to use this capability. They are working on removing this restriction in the future.
I just tried to publish a report to PBI Service, no matter the data source is a web site or OneDrive business, I can edit the data source credentials successfully.
Best Regards,
Herbert