Thanks for posting your question here. Based on my research, it seems like this issue caused by the Catching Shared Datasets.
I guess that when you create the dataset in BIDS, the datasource is
it helps you locate to the exact position of the list. Actually, after first run, the results and the correct server URL has been cached. So although
you used http://intranet.mycompany.local in the datasource, the report still displays the correct result when you preview it.