Why on-premise data gateway is not available for the dataset combines on-premise data sources and online data sources?
Currently, on-premise data gateway doesn't support OAuth2 based authentication. We are not able to add the online data sources in data gateway as well as on-premise data sources, so that we can't configure this kind of combined dataset to use data gateway. The workaround is to use personal gateway.
PG have started working on the data gateway to fix this issue. See: Combine enterprise gateway and online data sources.