Hi Reynaldo,
If you don't want your user name to appear in the Data Source.
You can directly connect to the workbook in SharePoint without syncing it.
Go to SharePoint site > Document Library > Select the vertical eclipse button for the source Excel workbook > Details.
Click on this button to copy the files path:
Go back to Excel > Get Data > From Excel workbook > Paste the link in to the location bar:
And click on Open. It will try connect this workbook with the current account you signed in Excel.
And if you check the data source, it's pure web link.
Regards,
Alex Chen