Refresh on Service takes longer than Desktop

I've recently made changes to a Power BI model that has significantly slowed down the refresh time. Before the changes discussed below, a typical refresh on both Desktop/Online would take approximately 20-30 minutes.

I introduced the following change:

- Sales table has approximately 3.5 million rows

- Cost lookup table has approximately 20,000 rows

- I performed a MERGE (left-outer) inside the Sales table to the Cost table. I merged on a field that is unique in the Cost table.

When I first implemted this change, the refresh time for both Desktop and Online was approximately the same (2+ hours or timing out).

I did some research to determine how to get the refresh time down. I was pointed to a blog by Chris Webb (link) which discussed adding a Primary Key to the lookup table (i.e., Cost in my scenario). This SIGNIFICANTLY improved the refresh time on Desktop - from 2 hours+ down to approximately 10 minutes. However, this performance improvement didn't seem to translate to Power BI Online. Refreshes are still timing out after 2+ hours.

A bit of information on my setup

- I'm connecting from my PC through VPN to the host server

- My desktop - I'm running i7-7700, 24GB RAM, SSD, 100MB fibre connection from my PC to the host DB. Running Power BI 64bit September update.

- Server - I'm not 100% what the specs are on that - could find out. Running July gateway (had updated to August, but it was causing some failures so reverted back to July).

Is there a difference in how Power BI Online processes a query refresh compared to Desktop?