Power Query Data Sources Cannot Be Refreshed in Excel for the Web

I am trying to build an Excel report that uses power query to connect to Sharepoint lists. The workbook is also stored on the same SharePoint site.  I have the required permissions.

When viewing the report in Excel for the web, I receive this message when clicking Data/Refresh All, I receive this message:

COULDN’T REFRESH DATA This workbook contains Power Query queries using data sources that can't be refreshed in Excel for the Web.

Originally, I loaded the query to the Data Model only. Still could not refresh in Excel for the web.

Changed the query to load to a pivot table report - same error message.

Is there any way to refresh power queries connected to a SharePoint list?