To refresh dashboards in PowerBI Online using data from Databricks on AWS, an on-premises data gateway is not required. This is different from the scenario with Redshift, where an on-premises data gateway is necessary.
For Databricks on AWS, you can connect Power BI Desktop to your Databricks clusters and Databricks SQL warehouses. Once the dashboards are developed in Power BI Desktop and published to Power BI Online, you can refresh the data either on a scheduled basis or via direct query without needing an on-premises data gateway.