Direct Query not working on app.powerbi

I have created a report in PowerBI Desktop that uses direct query to connect to an Azure SQL Database.

I have then published this to the powerbi service, gone to the dataset and entered the credentials for that sql database.

However, when i update data in the azure sql database it doesn't show on the report online unless I do a manual refresh.

My understanding was direct query goes directly to the database for data. Am i missing something?

Thanks!