Data protection/is it necessary to publish data?

Hi !

I am the new in Power BI and want to integrate with it from the self-developed web-based application. 

Data visualisation methods in this app are amazing!! 🙂

The one factor that hold me up is having a confidential data about my clients in my dataset.

In case of using Power BI API we need to write all dataset into Power BI to visualize it. 

Do we really need to export our data into the Microsoft cloud and is there any other way to get around that exportation?

Can we use Power BI API in our app to visualize our data by calling the methods of visualizing used in Power BI but process all the data in our server?

So, could you please help me to find a way of using Power BI visualizations in that kind of situation?

Thanks!