For now don't see the OAuth option so I can schedule refresh. The following is what I've tried just now, after reinstalling PowerBI Desktop (make sure I have last version installed):
Created 2 different reports in 2 different sites, uploaded via "publish" to my WorkSpace, the other one uploaded file to Sharepoint Online library and get data from powerbi.com. In all cases, I can't access the Schedule Refresh data, as I'm not able to remove the "SharepointListOnPremise" credentials. If I try, the "undefined" method still appears instead of the OAuth method.
For other reports I needed updated, I had to re-do with OData connection for my Sharepoint Online lists.
Please keep me updated, and thanks for your support.
Cheers o/