datasource.error: could not find a part of the path c:\users\myname\OneDrive

I am using an Excel doc saved to OneDrive as my dataset.

When I open my PBIX file, also hosted on OneDrive, and try to do a refresh of the data I get an error

datasource.error: could not find a part of the path c:\users\myname\OneDrive\filename

Why is it looking for the path locally on my c: drive? How do I get it to only see the OneDrive?