Live Connection Cloud Report converts to Import Mode when downloaded to Desktop

Hello,

I created a report on the power bi service portal from an existing dataset. This report is supposed to be created using a live connection to the power bi dataset.

I then downloaded the report from the File - Download this file menu:

Issue I face is that once the .pbix is downloaded and opened in Power BI Desktop, I see the connection to the dataset is in Import Mode and not a live connection.

This is not the behaviour being stated here:
https://docs.microsoft.com/en-us/power-bi/connect-data/desktop-report-lifecycle-datasets#establish-a-power-bi-service-live-connection-to-the-published-dataset

"When you select Create, you establish a live connection to the selected dataset."

I basically would like to avoid that users creating their report from my dataset can access the full tables content instead of a live connection.

Thanks in advance for any support.

Regards,

Marc.