I experienced the same issue - after Publish the excel table data into Power BI service, even though we get new dataset but there is no connection with the data source, say the local excel file, (it's like copy paste; there is no connection any more). The refresh action won't do anything; either we can't schedule the refresh. That's my reasoning. 🙂
I think that I currently am only utilizing the Service (it's in my browser) I'll have to speak with my Company IT department to get the Desktop version downloaded. I don't think that I can make the data connections without it.