'Data Source Credentials' Drop-Down Disabled

Hi all!

I'm currently facing a problem while trying to enable the auto-refresh on a PBI dashboard.

My main source is a SQL database, with an .xlsx file on Sharepoint connected via a 'Web' connector, but the "data source credentials" is still greyed out.

It seems that PBI online requires me to add "on-premises gateways" for the sharepoint file as the button cannot be disabled but I don't understand why.

Any help would be massively appreciated with this!