Enterprise Gateway Efficiency Benefits

I seem to remember hearing that the Power BI Enterprise Gateway had methods of retrieving data that were efficient.  I think I remember even hearing that a data warehouse was not nececesary because of Power BI's ability to get data without impacting the database server too much.  I can't find any documentation or details about this.  Does anybody know how Power BI Enterprise Gateway gets data?  Does it cache, or do things to limit the resources it uses on the database server?