Error: Information is needed in order to combine data

I found a possible solution:

Check if the credentials levels are the same between your desktop file and the published online dataset. 

Unbelievably, in my case, I discovered that the credential levels (organizational) are not automatically transferred to Power BI service even though I published it from the very same pbix. file. In other words, I need to re-configure the credential levels (though not credentials) after publishing. What a user-friendly design!