I think you're talking about a Data Source published to Data Server via "Publish to Server"?
If so, part of the goal of Data Server is to keep users for seeing / playing with the data source (see user names, database server names, tables, SQL, etc) in question.
That being said, as long as the user has permissions to Download the data source, they can use the "Create a Local Copy" option in Desktop and save the data source to disk. Then, they can then open that copy and play to their heart's delight.
Have a good one!
Aha! There it is!