Error loading data from on prem SQL server to Fabric Lakehouse with Dataflows Gen2

I'll add my vote to this - there's no way we're going to be able to convince our corporate network team to open firewalls every time any Fabric user creates a new lakehouse or warehouse - that just isn't remotely possible for any large client.

Here's the thing that's super confusing for me. First off, to verify, here's a screenshot of the error I'm getting - exactly the same thing as original post:

But here's what doesn't make sense - if I look in the workspace where this dataflow lives, we know a "DataflowsStagingLakehouse" is getting created, that I read should in the future be "hidden". If I look in that lakehouse, I can see that the data HAS been successfully pulled from our on-prem SQL server and landed:

So here's my question - I completely don't understand why we're trying to load the data from on-prem to a staging lakehouse, then ship it back down to the on prem gateway, then send it up again to the final lakehouse or warehouse I want to send it to. That's 3 full trips for the data.

Why doesn't / can't this just go directly to the final lakehouse and skip this staging lakehouse? And even if it can't for some reason skip the staging lakehouse, why isn't it moved directly from staging lakehouse to final destination without having to send it back down and up again through an on-prem gateway?

Thanks,

Scott