Because the cloud can not connect in the way the free private edition (QS desktop) can. So what you have to do is update using the private edition and then manually upload to the free cloud. So the free cloud is only (it seems) intended for users to share Apps and share with other users (max 5 users) but not to automatically update etc.
Qlik plan to have automatic update for the paid for business edition. It's I think US$25 inv VAT in the US per user. But the automatic update is still not available yet except for SalesForce. You can manually upload files though and then the Apps can be set to do one daily update
In addition to what Rob has mentioned - Qlik Sense Cloud editions do not allow connectivity to other sources YET - we are adding this wit our continuous release cycle. At this time you can create connections in Qlik Sense Desktop - create your app - save your app as a .qvf and then upload to Qlik Sense Cloud - however you can access or reload the data from Qlik Sense Cloud - unless the data is from a file / folder - Salesforce and coming soon REST.
Please see this video for ways to share:
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Are You by any chance using Internet Explorer?
IE by default has a websocket limitation of 6 websockets per server that can give the symptoms You mention (You can increase it by using Windows Group Policy Editor - navigate to Local Computer Policy/Computer Configuration/Administrative Templates/Windows Components/Internet Explorer/Security Features/AJAX/"Set the maximum number of websockets connections per server" and set to enabled and increase to wanted value between 2 and 128).
Or simply use Chrome or Firefox. Then You should see this when You add a connection from Data Load Editor;