Error when importing tables from Power BI Premium into Azure Analysis Services

I have recently created an Azure Analysis Services model and created a connection with my power BI premium model. This PBI model has the XMLA set to read/write. I have successfully managed to create a connection between the two models using the PBI workspace connection.

In AAS as I click to import tables from the PBI workspace I can see the tables existing in the model and even edit them in Power Query. However, as I go on to process the tables into the AAS model an error pops up saying that an On-Premise gateway is required (the setting AlwaysUseGateway is already set to false). The error is as follows:

'On-Premise Gateway is required to access the data source. Please install a unified gateway for the server ['Server Name'] or disable AlwaysUseGateway setting if it's enabled.

I've looked at the documentation and Analysis Services is a currently valid data source (PBI premium making its connection as a data source through Analysis Services).

Do I really need to set a Gateway to import the tables into my model or am I missing something here?

You may have to use a on-premise data gateway that can reach the data source.

The on-premises data gateway provides secure data transfer between on-premises data sources and your Azure Analysis Services servers in the cloud.

In addition to working with multiple Azure Analysis Services servers in the same region, the latest version of the gateway also works with Azure Logic Apps, Power BI, Power Apps, and Power Automate. While the gateway you install is the same across all of these services, Azure Analysis Services and Logic Apps have some additional steps.

Reference: Connecting to on-premises data sources with On-premises data gateway and On-premises Data Gateway for Azure Analysis Services.