@Bas
As @ankitpatira mentioned, because your dataset uses DirectQuery, the only time data on a dashboard and/or report will change is when it is accessed and a query is sent to your on-premises data sources through the enterprise gateway.
It sounds like your question is referring to having a dashboard showing at all times and seeing real-time changes as either new data or pre-existing data changes. This is not possible unless a query is being sent from the Power BI Service to your on-premises data source through a gateway.
In your example, clicking the "refresh" button is equivalent to sending a query(s).
You can either click the refresh button or possibly set your dashboard webpage to refresh on a certain interval through your web browser in some way.
Hope this helps clarify things.
