Direct Query SSO

A pro user creates a report using direct query method and publishes the same report to power bi service.

Scenario 1 : When the same user opens the report in power bi service,does it prompt for DB user id & password? or does it use the DB credentials used in enterprise gateway ? if the answer is that it will not prompts, can we make it to prompt for user id & password?

Scenario 2: the same user publishes report as an App from a premium App workspace. Now the app is avilable for all free users, when any free user open the app, does the app prompt for DB username & password? or it will use the DB credentials in gateway

trying to understand whether Power BI allows the identity of the report consumer to pass through to the underlying source, if not , then what advantage does DirectQuery offers with regard to data source security.