Data storage query in Power Bi

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I have connected power bi desktop to Azure table storage and have built report and have published it to Power Bi service. I would like to know where my data is stored. is it stored in my Power Bi desktop or is it in cloud and just a connection has been made to the azure tabular storage.

if there is just a connection with tabular storage why my pbix file increases in size when data in the tabular storage increases. note: in Azure Tabular storage, you don't get option for direct query or import.

thanks

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