Technical Question about local Gateway - on-prem vs cloud

Hi all,

I am aware that a local gateway is needed for on-prem connections, but not for cloud sources.

By using a gateway, organizations can keep databases and other data sources on their on-premises networks while securely using that on-premises data in cloud services.

Form a technical perspective, why do we need to use a gateway for on-prem, but not for a cloud service? 

I already read On-premises data gateway architecture | Microsoft Docs - I do understand what is going on 100%.

But why is that process not needed for a cloud source?