Data Refresh not supported for workbooks with no data model

Via Excel I created a workbook with data from a dataset in the PowerBI service.  The workbook was saved to our OneDrive business account and using the "Get Data, Files, Onedrive - Business, Connect" steps brought the workbook into the workspace.  So why can you not interact with the pivot table filters or refresh the pivot table directly from within the PowerBI service?  Is it because the data source connection, that is sitting on my laptop is not in the service?  To get around this, I have to download the Excel file (Excel online does not work) and refresh on my laptop and save the file.  This updates the file in the Service, but you still cannot interact with it in any way as you cannot Query or Refresh the data, even though it is connected to a PowerBI service dataset.