Is it an absolute requirement to have a Data Movement gateway when using MSSQL server as source in QCDI? If the SQL Server is hosted in say Azure, why is there a need for a Gateway if the server is available to Qlik Cloud?

I get it for onprem servers, but cloud ones? I mean, there's no "Azure SQL Server" connector in QCDI, and no option for a "native" connection to an SQL Server (if available remotely).

I'm suspecting it has to do with the way QCDI wants to read from the database - either log or CDC based, but I don't fully understand why the Gateway can but not QCDI natively.