Power BI How to switch between Direct Query and Import across data sources

I have a model and a dateset in Powet BI Serivce published by Desktop BI. I would like to create another report in import mode. I connect to a dateset in live mode but I can't change it to import mode. Only DirectQuery is possible. What the hell is going one? On all Microsoft pages and forums people say there is and option in model view but it is always grayed out. I check many cases but I never have an option to convert to import mode. I see no tables or queries in Direct Query in Power Query editor.

If I connect in import mode, Can I refresh the Power BI report every time the data is updated?