We do have configured enterprise gateway but data flows requires admin permission on gateway (that we can not accept) https://docs.microsoft.com/en-us/power-bi/service-dataflows-on-premises-gateways#using-an-on-premise...
It is not goot to ask everyone in organization to create their own gateway. But also allowing admin rights to everyone creating data flows is not viable as then all data sources are accessible to them.
Is it about to change?
As of now, configuring gateway for data source in dataflow requires admin permission, which is by design. For your requirement, please sumbit ideas at this page.
This is a known limitation in the current preview, and the dataflows team is working to address it. They're not sharing any public dates, but it is on their radar.
As a general rule, the goal with dataflows is to have them behave as much like datasets as possible where it makes sense for them to do so. This includes things like credentials and refresh, and applies to gateways as well.