Can't connect to SAP BW using SSO SNC through local gateway

[Anonymous]

Hello, 

I have a locally installed gateway on which I can access SAP BW using SSO SNC through Power BI Dekstop. However, when I publish the report onto Power BI Service and try to set up a gateway connection using the same credentials and SNC, it fails with the following message:

"2421ASPBI01: Access to SAP Business Warehouse requires SAP client tools to be installed, including the latest version of SAP Netweaver RFC. See here for more information: https://go.microsoft.com/fwlink/?LinkID=824666"

This is weird, since I'm able to connect to SAP BW from this server using Power BI Desktop, right? Anyone has any ideas on what to do?