Connection to web .json converts to local file?

I am trying to connect to a .json online. When I use the .json connector, it asks for the file on my local drive. But I am able to put in the URL of the .json in the spot it wants for the file and hit open.

It is able to connect, but it ends up downloading the .json into my temporary folder and it remains static. Meaning, if I hit refresh, the data does not get refreshed.

If I connect to the .json via the "web" connector, the .json doesn't come in and I only get {} as the table.

I feel like I'm missing something basic. How can I connect to this online .json data but still be able to refresh it?