When I attempt to use a Dataflow to connect to a web page datasource, I am prompted to provide a data gateway, even though this is a web connection.
I cannot get past this page in this instance.
The web connector does require on-premises data gateway. You can see: https://docs.microsoft.com/en-us/power-bi/service-gateway-onprem#list-of-available-data-source-types
Best Regards,Qiuyun Yu