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We are currently working on improving the refresh of cloud based data sources. As part of this, one of the changes we have made recently is that new datasets that leverage import from Web pages will not be automatically configured for refresh in Power BI service, and will require the use of a gateway. Please consider using the Personal Gateway or On-Premises data gateway if you would like to use this capability. We are working on removing this restriction in the future.
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The Power BI team
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Check out the April 2024 Power BI update to learn about new features.